+11.4%
KRE vs DOCN
-29.3%
+40.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.8% |
| 7D | +0.7% | +19.1% | -18.3% | -1.6% |
| 30D | +6.1% | -21.0% | +27.1% | +8.7% |
| 3M | -5.9% | -34.7% | +28.8% | -1.9% |
| 6M | +9.6% | -45.8% | +55.4% | +15.7% |
| YTD | +14.2% | +79.4% | -65.2% | -4.2% |
| 1Y | +22.5% | +91.0% | -68.5% | +1.5% |
| 3Y | +90.4% | +237.5% | -147.1% | +37.5% |
| All | +11.4% | -29.3% | +40.8% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling