+33.1%
KRE vs DT
-27.8%
+60.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -1.4% | -2.5% | +1.1% | -0.9% |
| 30D | -3.9% | +3.5% | -7.4% | -4.8% |
| 3M | +3.6% | +26.7% | -23.1% | -2.1% |
| 6M | +15.4% | +36.1% | -20.8% | +6.2% |
| YTD | +15.2% | +18.6% | -3.4% | +9.1% |
| 1Y | +16.5% | +7.9% | +8.6% | +12.8% |
| 3Y | +85.2% | +8.6% | +76.6% | +77.2% |
| 5Y | +33.1% | -26.7% | +59.8% | +30.3% |
| All | +33.1% | -27.8% | +60.9% | +30.3% |
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