+151.1%
KRE vs DHI
+649.9%
-498.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | -1.8% | -3.4% | +1.6% | -0.6% |
| 30D | -4.5% | -5.4% | +0.9% | -2.7% |
| 3M | +2.7% | -10.4% | +13.2% | +6.4% |
| 6M | +16.9% | -2.8% | +19.6% | +16.8% |
| YTD | +15.4% | -3.4% | +18.8% | +15.0% |
| 1Y | +16.1% | -22.9% | +39.0% | +25.4% |
| 3Y | +85.7% | +20.7% | +65.0% | +63.5% |
| 5Y | +33.3% | +62.1% | -28.9% | +1.1% |
| 10Y | +123.3% | +410.4% | -287.1% | -0.3% |
| All | +151.1% | +649.9% | -498.8% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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