+34.8%
KRE vs DOCN
+171.0%
-136.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.2% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | -2.7% | -9.6% | +7.0% | -1.7% |
| 3M | +8.2% | -37.7% | +45.9% | +13.6% |
| 6M | +12.8% | +115.2% | -102.4% | -3.1% |
| YTD | +17.5% | +133.7% | -116.2% | -1.1% |
| 1Y | +16.6% | +250.2% | -233.6% | -8.7% |
| 3Y | +79.5% | +320.3% | -240.8% | +33.5% |
| 5Y | +32.4% | +53.1% | -20.7% | +2.3% |
| All | +34.8% | +171.0% | -136.3% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling