+26.9%
KRE vs DRI
+34.0%
-7.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.7% |
| 7D | +2.8% | +6.5% | -3.7% | +1.5% |
| 30D | +5.3% | +16.4% | -11.1% | +2.2% |
| 3M | -4.2% | +13.6% | -17.9% | -7.0% |
| 6M | +8.7% | +22.0% | -13.3% | +3.3% |
| YTD | +16.4% | +29.3% | -12.9% | +7.1% |
| 1Y | +26.9% | +32.0% | -5.2% | +15.6% |
| All | +26.9% | +34.0% | -7.1% | +15.6% |
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