+26.9%
KRE vs DOCS
-47.4%
+74.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | +1.5% |
| 7D | +2.8% | +1.2% | +1.6% | +2.7% |
| 30D | +5.3% | +21.3% | -16.0% | +4.8% |
| 3M | -4.2% | +58.4% | -62.6% | -5.3% |
| 6M | +8.7% | +39.3% | -30.6% | +8.0% |
| YTD | +16.4% | -21.7% | +38.1% | +18.8% |
| 1Y | +26.9% | -47.3% | +74.2% | +37.2% |
| All | +26.9% | -47.4% | +74.3% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling