+110.1%
KRE vs DOC
+14.9%
+95.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.2% | -2.3% |
| 7D | -0.8% | +6.2% | -7.0% | -3.7% |
| 30D | +3.2% | +6.5% | -3.3% | 0.0% |
| 3M | -6.0% | -6.2% | +0.3% | -3.3% |
| 6M | +4.6% | +25.6% | -21.0% | -8.0% |
| YTD | +13.5% | +32.1% | -18.6% | -3.5% |
| 1Y | +22.2% | +20.3% | +2.0% | +9.0% |
| 3Y | +79.8% | +42.7% | +37.0% | +44.4% |
| 5Y | +11.2% | -22.2% | +33.4% | +19.9% |
| All | +110.1% | +14.9% | +95.1% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling