+121.9%
KRE vs DOV
+300.2%
-178.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.6% |
| 7D | -1.8% | -2.0% | +0.2% | -0.4% |
| 30D | -4.5% | -8.9% | +4.4% | +2.3% |
| 3M | +2.7% | -13.3% | +16.0% | +13.2% |
| 6M | +16.9% | -9.7% | +26.5% | +23.9% |
| YTD | +15.4% | -2.5% | +17.8% | +14.8% |
| 1Y | +16.1% | +7.2% | +8.8% | +6.3% |
| 3Y | +85.7% | +39.4% | +46.3% | +37.1% |
| 5Y | +33.3% | +15.8% | +17.4% | +12.5% |
| All | +121.9% | +300.2% | -178.2% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 10y: compounded portfolio wealth divided by compounded DOV 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…
10y analysis · Full analysis span regression · 6 months rolling