+16.6%
KRE vs DRI
+6.9%
+9.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.6% |
| 7D | +1.3% | +0.6% | +0.7% | +1.2% |
| 30D | -2.7% | +3.8% | -6.5% | -3.4% |
| 3M | +8.2% | +13.0% | -4.8% | +5.4% |
| 6M | +12.8% | +8.3% | +4.5% | +10.6% |
| YTD | +17.5% | +20.6% | -3.1% | +12.7% |
| 1Y | +16.6% | +6.5% | +10.1% | +7.6% |
| All | +16.6% | +6.9% | +9.6% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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