+31.7%
KRE vs DUK
+39.2%
-7.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.8% | -0.7% | -1.2% | -1.6% |
| 30D | -4.5% | -2.4% | -2.1% | -3.9% |
| 3M | +2.7% | -3.0% | +5.7% | +3.4% |
| 6M | +16.9% | -6.6% | +23.4% | +18.8% |
| YTD | +15.4% | +4.6% | +10.8% | +13.4% |
| 1Y | +16.1% | +1.2% | +14.8% | +15.0% |
| 3Y | +85.7% | +45.7% | +40.1% | +57.4% |
| All | +31.7% | +39.2% | -7.6% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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