+438.9%
KRE vs DG
+606.1%
-167.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | +1.3% | +8.4% | -7.1% | -0.3% |
| 30D | -2.7% | +4.9% | -7.6% | -3.6% |
| 3M | +8.2% | +29.3% | -21.1% | +2.8% |
| 6M | +12.8% | -11.3% | +24.1% | +14.7% |
| YTD | +17.5% | +1.8% | +15.7% | +16.2% |
| 1Y | +16.6% | +25.3% | -8.8% | +10.2% |
| 3Y | +79.5% | +9.1% | +70.4% | +68.7% |
| 5Y | +32.4% | -34.9% | +67.3% | +38.7% |
| 10Y | +124.1% | +108.2% | +16.0% | +69.1% |
| All | +438.9% | +606.1% | -167.2% | +175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling