+85.7%
KRE vs DGX
+96.4%
-10.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | -1.8% | -0.9% | -0.9% | -1.6% |
| 30D | -4.5% | -1.2% | -3.3% | -4.3% |
| 3M | +2.7% | +15.8% | -13.0% | -0.7% |
| 6M | +16.9% | +18.2% | -1.3% | +12.3% |
| YTD | +15.4% | +37.2% | -21.8% | +6.4% |
| 1Y | +16.1% | +30.4% | -14.3% | +8.4% |
| 3Y | +85.7% | +96.7% | -11.0% | +52.6% |
| All | +85.7% | +96.4% | -10.7% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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