+155.8%
KRE vs DRI
+1,081.5%
-925.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.8% |
| 7D | +1.3% | +0.6% | +0.7% | +1.0% |
| 30D | -2.7% | +3.8% | -6.5% | -4.7% |
| 3M | +8.2% | +13.0% | -4.8% | +1.2% |
| 6M | +12.8% | +8.3% | +4.5% | +7.3% |
| YTD | +17.5% | +20.6% | -3.1% | +5.4% |
| 1Y | +16.6% | +6.5% | +10.1% | +10.7% |
| 3Y | +79.5% | +53.7% | +25.8% | +39.1% |
| 5Y | +32.4% | +72.7% | -40.3% | -4.8% |
| 10Y | +124.1% | +363.2% | -239.0% | -13.4% |
| All | +155.8% | +1,081.5% | -925.7% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling