+22.5%
KRE vs DT
-2.7%
+25.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.7% | +3.1% | -2.4% | +0.6% |
| 30D | +6.1% | -29.5% | +35.7% | +7.0% |
| 3M | -5.9% | -11.7% | +5.8% | -5.6% |
| 6M | +9.6% | +29.0% | -19.4% | +9.0% |
| YTD | +14.2% | +3.4% | +10.8% | +15.3% |
| 1Y | +22.5% | -4.2% | +26.7% | +26.9% |
| All | +22.5% | -2.7% | +25.2% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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