+90.9%
KRE vs DRI
+68.4%
+22.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | +4.9% | +14.7% | -9.8% | +0.1% |
| 3M | -4.5% | +5.4% | -9.9% | -6.5% |
| 6M | +7.7% | +18.8% | -11.2% | +0.5% |
| YTD | +14.5% | +28.4% | -13.8% | +3.0% |
| 1Y | +21.5% | +37.7% | -16.1% | +6.1% |
| All | +90.9% | +68.4% | +22.6% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling