+33.1%
KRE vs DOV
+13.3%
+19.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +2.0% |
| 7D | -1.4% | -1.9% | +0.5% | -0.1% |
| 30D | -3.9% | -9.9% | +6.0% | +3.2% |
| 3M | +3.6% | -12.1% | +15.7% | +12.3% |
| 6M | +15.4% | -10.4% | +25.8% | +22.5% |
| YTD | +15.2% | -3.3% | +18.5% | +15.0% |
| 1Y | +16.5% | +7.8% | +8.7% | +6.2% |
| 3Y | +85.2% | +36.3% | +48.8% | +40.0% |
| 5Y | +33.1% | +14.8% | +18.3% | +12.8% |
| All | +33.1% | +13.3% | +19.8% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling