+32.2%
KRE vs DOCN
+88.7%
-56.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.0% | -6.3% | +0.8% |
| 7D | -0.4% | -12.8% | +12.4% | +1.0% |
| 30D | +6.4% | -41.9% | +48.4% | +12.8% |
| 3M | -3.1% | -36.9% | +33.9% | +0.9% |
| 6M | +6.4% | -52.2% | +58.6% | +13.5% |
| YTD | +15.3% | +62.7% | -47.4% | +0.2% |
| 1Y | +23.3% | +58.2% | -35.0% | +7.4% |
| 3Y | +93.6% | +219.5% | -125.8% | +47.6% |
| 5Y | +13.2% | -32.9% | +46.1% | -10.0% |
| All | +32.2% | +88.7% | -56.4% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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