+21.8%
KRE vs DPZ
-17.6%
+39.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | +0.3% | +2.2% | -1.9% | 0.0% |
| 30D | +5.9% | +6.7% | -0.8% | +5.0% |
| 3M | -3.3% | -4.5% | +1.2% | -3.0% |
| 6M | +5.8% | +3.3% | +2.6% | +5.3% |
| YTD | +14.7% | -19.4% | +34.2% | +16.5% |
| All | +21.8% | -17.6% | +39.3% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling