+33.1%
KRE vs DINO
+319.5%
-286.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -1.4% | +1.5% | -2.9% | -1.9% |
| 30D | -3.9% | +25.9% | -29.8% | -10.4% |
| 3M | +3.6% | +53.2% | -49.5% | -9.5% |
| 6M | +15.4% | +105.5% | -90.1% | -9.3% |
| YTD | +15.2% | +139.2% | -124.0% | -14.6% |
| 1Y | +16.5% | +117.4% | -100.9% | -11.2% |
| 3Y | +85.2% | +99.3% | -14.1% | +39.6% |
| 5Y | +33.1% | +333.0% | -299.9% | -23.7% |
| All | +33.1% | +319.5% | -286.4% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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