+21.4%
KRE vs DOCS
-37.2%
+58.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.3% |
| 7D | -1.6% | -4.2% | +2.6% | -1.4% |
| 30D | +4.9% | +8.6% | -3.8% | +4.6% |
| 3M | -4.5% | +27.2% | -31.7% | -5.2% |
| 6M | +7.7% | +26.5% | -18.9% | +7.4% |
| YTD | +14.5% | -25.0% | +39.5% | +19.9% |
| All | +21.4% | -37.2% | +58.6% | +32.1% |
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