+30.9%
KRE vs DG
-39.5%
+70.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.9% |
| 7D | -1.1% | -4.8% | +3.8% | -0.6% |
| 30D | -3.4% | +1.8% | -5.1% | -3.6% |
| 3M | +3.7% | +14.5% | -10.8% | +2.3% |
| 6M | +14.8% | -13.6% | +28.3% | +15.9% |
| YTD | +14.7% | -4.8% | +19.5% | +14.7% |
| 1Y | +16.0% | +21.6% | -5.6% | +13.3% |
| 3Y | +84.3% | +4.5% | +79.8% | +81.5% |
| 5Y | +30.9% | -38.5% | +69.3% | +41.6% |
| All | +30.9% | -39.5% | +70.4% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling