+33.1%
KRE vs DKS
+12.8%
+20.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -1.4% | -4.7% | +3.3% | -0.3% |
| 30D | -3.9% | -35.1% | +31.2% | +5.3% |
| 3M | +3.6% | -37.7% | +41.3% | +14.5% |
| 6M | +15.4% | -30.7% | +46.1% | +23.2% |
| YTD | +15.2% | -31.9% | +47.1% | +23.5% |
| 1Y | +16.5% | -40.0% | +56.5% | +28.7% |
| 3Y | +85.2% | +28.4% | +56.7% | +61.0% |
| 5Y | +33.1% | +12.4% | +20.7% | +14.2% |
| All | +33.1% | +12.8% | +20.3% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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