+30.9%
KRE vs DOW
-35.8%
+66.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -1.1% | -6.0% | +4.9% | +1.0% |
| 30D | -3.4% | -2.7% | -0.7% | -2.7% |
| 3M | +3.7% | -10.5% | +14.2% | +7.1% |
| 6M | +14.8% | -12.4% | +27.2% | +16.1% |
| YTD | +14.7% | +30.0% | -15.4% | -4.8% |
| 1Y | +16.0% | +27.8% | -11.8% | -4.2% |
| 3Y | +84.3% | -34.9% | +119.2% | +121.3% |
| 5Y | +30.9% | -35.9% | +66.7% | +56.5% |
| All | +30.9% | -35.8% | +66.7% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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