+90.5%
KRE vs DPZ
-7.0%
+97.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | +1.3% | -2.5% | +3.9% | +1.9% |
| 30D | -2.7% | -7.0% | +4.3% | -1.2% |
| 3M | +8.2% | +11.6% | -3.4% | +5.2% |
| 6M | +12.8% | -15.2% | +28.0% | +16.7% |
| YTD | +17.5% | -17.2% | +34.7% | +22.2% |
| 1Y | +16.6% | -24.8% | +41.4% | +24.3% |
| All | +90.5% | -7.0% | +97.6% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling