+11.4%
KRE vs DT
-37.8%
+49.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.7% | +3.1% | -2.4% | +0.1% |
| 30D | +6.1% | -29.5% | +35.7% | +13.6% |
| 3M | -5.9% | -11.7% | +5.8% | -4.2% |
| 6M | +9.6% | +29.0% | -19.4% | +1.7% |
| YTD | +14.2% | +3.4% | +10.8% | +10.5% |
| 1Y | +22.5% | -4.2% | +26.7% | +20.9% |
| 3Y | +90.4% | -12.8% | +103.2% | +89.8% |
| All | +11.4% | -37.8% | +49.2% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling