+148.6%
KRE vs DLR
+1,493.6%
-1,345.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.1% |
| 7D | +0.7% | +3.3% | -2.6% | -0.7% |
| 30D | +6.1% | +4.6% | +1.5% | +3.8% |
| 3M | -5.9% | -8.3% | +2.4% | -2.8% |
| 6M | +9.6% | -5.6% | +15.2% | +10.9% |
| YTD | +14.2% | +18.7% | -4.5% | +3.7% |
| 1Y | +22.5% | +17.1% | +5.4% | +11.7% |
| 3Y | +90.4% | +54.4% | +36.0% | +48.4% |
| 5Y | +11.9% | +36.5% | -24.6% | -11.0% |
| 10Y | +88.8% | +187.7% | -98.9% | -6.9% |
| All | +148.6% | +1,493.6% | -1,345.1% | -56.1% |
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