+11.2%
KRE vs DOCU
-71.9%
+83.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.1% |
| 7D | -0.8% | -3.2% | +2.5% | -0.2% |
| 30D | +3.2% | +15.7% | -12.5% | +0.7% |
| 3M | -6.0% | +37.3% | -43.2% | -11.2% |
| 6M | +4.6% | +63.1% | -58.5% | -4.6% |
| YTD | +13.5% | +15.4% | -1.9% | +9.1% |
| 1Y | +22.2% | +11.3% | +10.9% | +18.1% |
| 3Y | +79.8% | +92.1% | -12.3% | +53.4% |
| 5Y | +11.2% | -70.5% | +81.7% | +9.0% |
| All | +11.2% | -71.9% | +83.1% | +9.0% |
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