+73.4%
KRE vs DT
+103.5%
-30.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.9% |
| 7D | +1.3% | -3.3% | +4.6% | +1.9% |
| 30D | -2.7% | +2.0% | -4.7% | -3.2% |
| 3M | +8.2% | +20.0% | -11.8% | +3.8% |
| 6M | +12.8% | +39.3% | -26.5% | +4.1% |
| YTD | +17.5% | +19.8% | -2.3% | +11.5% |
| 1Y | +16.6% | +4.3% | +12.3% | +13.8% |
| 3Y | +79.5% | +7.7% | +71.8% | +72.4% |
| 5Y | +32.4% | -26.8% | +59.2% | +30.8% |
| All | +73.4% | +103.5% | -30.1% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling