+16.6%
KRE vs DTE
+3.0%
+13.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | -2.7% | -2.6% | -0.1% | -2.2% |
| 3M | +8.2% | -3.9% | +12.1% | +8.9% |
| 6M | +12.8% | -7.9% | +20.7% | +14.2% |
| YTD | +17.5% | +7.2% | +10.3% | +15.1% |
| 1Y | +16.6% | +3.1% | +13.5% | +16.6% |
| All | +16.6% | +3.0% | +13.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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