+121.9%
KRE vs DTE
+137.8%
-15.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.9% |
| 7D | -1.8% | -2.6% | +0.8% | -0.3% |
| 30D | -4.5% | -4.4% | -0.1% | -2.0% |
| 3M | +2.7% | -8.3% | +11.1% | +7.8% |
| 6M | +16.9% | -8.1% | +24.9% | +22.1% |
| YTD | +15.4% | +4.4% | +10.9% | +11.2% |
| 1Y | +16.1% | +0.2% | +15.9% | +14.6% |
| 3Y | +85.7% | +42.6% | +43.1% | +44.9% |
| 5Y | +33.3% | +31.5% | +1.8% | +7.1% |
| All | +121.9% | +137.8% | -15.9% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling