+10.9%
KRE vs DOCU
-71.0%
+81.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | +0.3% | -5.5% | +5.8% | +1.2% |
| 30D | +4.8% | +12.6% | -7.8% | +2.7% |
| 3M | -5.1% | +36.4% | -41.5% | -10.2% |
| 6M | +3.3% | +66.8% | -63.5% | -6.2% |
| YTD | +13.3% | +13.5% | -0.1% | +9.3% |
| 1Y | +22.9% | +11.3% | +11.6% | +18.7% |
| 3Y | +82.1% | +92.1% | -10.0% | +55.4% |
| All | +10.9% | -71.0% | +81.9% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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