+16.1%
KRE vs DG
+19.2%
-3.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -1.8% | -6.5% | +4.7% | -1.1% |
| 30D | -4.5% | +4.2% | -8.7% | -5.0% |
| 3M | +2.7% | +9.5% | -6.8% | +1.5% |
| 6M | +16.9% | -13.1% | +30.0% | +17.8% |
| YTD | +15.4% | -4.8% | +20.2% | +14.6% |
| 1Y | +16.1% | +20.6% | -4.5% | +10.3% |
| All | +16.1% | +19.2% | -3.1% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling