+73.8%
KRE vs DOW
-15.4%
+89.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | +2.3% | -2.9% | +5.2% | +3.8% |
| 30D | -2.5% | +2.0% | -4.4% | -3.9% |
| 3M | +6.2% | -12.5% | +18.8% | +12.2% |
| 6M | +15.8% | -9.2% | +25.0% | +15.7% |
| YTD | +16.0% | +30.8% | -14.8% | -7.8% |
| 1Y | +16.2% | +29.4% | -13.2% | -9.0% |
| 3Y | +86.4% | -34.6% | +121.0% | +115.7% |
| 5Y | +33.0% | -35.9% | +68.9% | +53.6% |
| All | +73.8% | -15.4% | +89.2% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling