+122.0%
KRE vs DPZ
+143.2%
-21.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.4% |
| 7D | -1.1% | -7.3% | +6.2% | +0.3% |
| 30D | -3.4% | -7.6% | +4.2% | -2.0% |
| 3M | +3.7% | +1.8% | +1.9% | +3.1% |
| 6M | +14.8% | -21.8% | +36.6% | +19.6% |
| YTD | +14.7% | -22.0% | +36.7% | +19.3% |
| 1Y | +16.0% | -28.6% | +44.6% | +22.7% |
| 3Y | +84.3% | -13.1% | +97.3% | +86.1% |
| 5Y | +30.9% | -33.2% | +64.1% | +34.6% |
| 10Y | +122.0% | +147.0% | -25.0% | +73.4% |
| All | +122.0% | +143.2% | -21.2% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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