+153.3%
KRE vs DOC
+158.2%
-4.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.1% |
| 7D | +2.8% | +8.7% | -5.9% | -1.7% |
| 30D | +5.3% | +7.6% | -2.3% | +1.2% |
| 3M | -4.2% | -5.3% | +1.0% | -1.8% |
| 6M | +8.7% | +27.6% | -18.9% | -6.2% |
| YTD | +16.4% | +32.4% | -16.0% | -2.3% |
| 1Y | +26.9% | +22.9% | +4.0% | +10.7% |
| 3Y | +84.3% | +43.1% | +41.2% | +45.9% |
| 5Y | +15.2% | -21.4% | +36.6% | +24.6% |
| 10Y | +121.5% | +16.8% | +104.7% | +79.1% |
| All | +153.3% | +158.2% | -4.8% | +5.2% |
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