+147.8%
KRE vs DPZ
+3,032.5%
-2,884.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | +0.3% | -2.5% | +2.7% | +1.1% |
| 30D | +5.0% | +12.5% | -7.5% | +1.0% |
| 3M | -5.7% | -5.2% | -0.5% | -4.5% |
| 6M | +7.5% | +8.8% | -1.3% | +3.7% |
| YTD | +13.8% | -18.7% | +32.5% | +19.8% |
| 1Y | +20.7% | -15.7% | +36.4% | +25.4% |
| 3Y | +90.1% | -7.5% | +97.6% | +87.7% |
| 5Y | +11.5% | -30.1% | +41.6% | +17.9% |
| 10Y | +88.2% | +135.3% | -47.0% | +14.7% |
| All | +147.8% | +3,032.5% | -2,884.7% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling