+103.1%
KRE vs DOC
+21.1%
+82.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | 0.0% | +0.9% |
| 7D | -0.4% | +5.9% | -6.2% | -3.2% |
| 30D | +6.4% | +10.3% | -3.8% | +1.3% |
| 3M | -3.1% | -2.2% | -0.9% | -2.3% |
| 6M | +6.4% | +8.2% | -1.8% | +1.7% |
| YTD | +15.3% | +35.4% | -20.0% | -3.3% |
| 1Y | +23.3% | +23.6% | -0.4% | +8.3% |
| 3Y | +93.6% | +57.3% | +36.4% | +47.9% |
| 5Y | +13.2% | -19.6% | +32.8% | +20.3% |
| 10Y | +103.1% | +20.8% | +82.3% | +85.5% |
| All | +103.1% | +21.1% | +82.0% | +85.5% |
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