+152.5%
KRE vs DKS
+859.4%
-706.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.6% | +0.5% |
| 7D | +2.3% | -0.4% | +2.8% | +2.4% |
| 30D | -2.5% | -36.6% | +34.1% | +11.9% |
| 3M | +6.2% | -37.6% | +43.8% | +22.2% |
| 6M | +15.8% | -32.1% | +47.9% | +28.1% |
| YTD | +16.0% | -32.3% | +48.3% | +28.2% |
| 1Y | +16.2% | -39.5% | +55.7% | +33.1% |
| 3Y | +86.4% | +27.7% | +58.7% | +52.0% |
| 5Y | +33.0% | +15.0% | +17.9% | +4.2% |
| 10Y | +123.0% | +192.6% | -69.6% | +0.2% |
| All | +152.5% | +859.4% | -706.9% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling