+147.8%
KRE vs DLR
+1,524.5%
-1,376.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.2% |
| 7D | +0.3% | +5.0% | -4.7% | -1.9% |
| 30D | +5.0% | +3.0% | +2.0% | +3.4% |
| 3M | -5.7% | -6.3% | +0.5% | -3.5% |
| 6M | +7.5% | -4.8% | +12.3% | +8.4% |
| YTD | +13.8% | +21.0% | -7.2% | +2.5% |
| 1Y | +20.7% | +15.1% | +5.5% | +10.9% |
| 3Y | +90.1% | +56.0% | +34.1% | +47.6% |
| 5Y | +11.5% | +39.1% | -27.6% | -12.0% |
| 10Y | +88.2% | +193.3% | -105.0% | -8.0% |
| All | +147.8% | +1,524.5% | -1,376.6% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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