+90.4%
KRE vs DG
+21.7%
+68.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.3% |
| 7D | +0.7% | +0.3% | +0.5% | +0.7% |
| 30D | +6.1% | +3.2% | +2.9% | +5.9% |
| 3M | -5.9% | +10.4% | -16.3% | -6.4% |
| 6M | +9.6% | +33.2% | -23.6% | +8.0% |
| YTD | +14.2% | +3.0% | +11.2% | +13.5% |
| 1Y | +22.5% | +31.2% | -8.7% | +20.7% |
| 3Y | +90.4% | +21.8% | +68.5% | +75.6% |
| All | +90.4% | +21.7% | +68.7% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling