+16.6%
KRE vs DOCS
-60.9%
+77.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.6% |
| 7D | +1.3% | -1.4% | +2.7% | +1.4% |
| 30D | -2.7% | +21.8% | -24.5% | -3.5% |
| 3M | +8.2% | +27.3% | -19.1% | +7.0% |
| 6M | +12.8% | -0.3% | +13.2% | +13.4% |
| YTD | +17.5% | -40.5% | +58.0% | +23.1% |
| 1Y | +16.6% | -61.5% | +78.1% | +30.9% |
| All | +16.6% | -60.9% | +77.5% | +30.9% |
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