+82.1%
KRE vs DOCN
+189.9%
-107.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.4% |
| 7D | +0.3% | -19.2% | +19.4% | +2.5% |
| 30D | +4.8% | -43.1% | +47.9% | +11.1% |
| 3M | -5.1% | -40.7% | +35.6% | -0.5% |
| 6M | +3.3% | -55.0% | +58.3% | +11.0% |
| YTD | +13.3% | +50.6% | -37.3% | -5.9% |
| 1Y | +22.9% | +54.0% | -31.1% | +1.2% |
| 3Y | +82.1% | +203.9% | -121.8% | +17.7% |
| All | +82.1% | +189.9% | -107.8% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling