+11.2%
KRE vs DOCS
-54.0%
+65.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -2.0% |
| 7D | -0.8% | -1.3% | +0.6% | -0.6% |
| 30D | +3.2% | +19.4% | -16.2% | +1.2% |
| 3M | -6.0% | +53.4% | -59.4% | -10.8% |
| 6M | +4.6% | +28.8% | -24.1% | +0.5% |
| YTD | +13.5% | -25.1% | +38.6% | +15.6% |
| 1Y | +22.2% | -48.1% | +70.4% | +29.8% |
| 3Y | +79.8% | +51.4% | +28.4% | +61.1% |
| 5Y | +11.2% | -51.1% | +62.3% | +6.8% |
| All | +11.2% | -54.0% | +65.2% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling