+155.8%
KRE vs DOC
+161.6%
-5.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.5% |
| 7D | +1.3% | -1.5% | +2.8% | +2.1% |
| 30D | -2.7% | -4.8% | +2.1% | -0.3% |
| 3M | +8.2% | +6.9% | +1.3% | +4.0% |
| 6M | +12.8% | +20.7% | -7.9% | +0.2% |
| YTD | +17.5% | +34.1% | -16.7% | -1.8% |
| 1Y | +16.6% | +22.6% | -6.1% | +1.8% |
| 3Y | +79.5% | +20.8% | +58.6% | +55.8% |
| 5Y | +32.4% | -24.9% | +57.3% | +46.7% |
| 10Y | +124.1% | -1.8% | +126.0% | +99.0% |
| All | +155.8% | +161.6% | -5.8% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling