+150.8%
KRE vs DUK
+492.1%
-341.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | -1.4% | -1.7% | +0.3% | -0.4% |
| 30D | -3.9% | -2.2% | -1.7% | -2.7% |
| 3M | +3.6% | -3.7% | +7.3% | +5.6% |
| 6M | +15.4% | -6.3% | +21.7% | +19.3% |
| YTD | +15.2% | +4.5% | +10.7% | +11.2% |
| 1Y | +16.5% | +1.8% | +14.6% | +13.8% |
| 3Y | +85.2% | +46.8% | +38.3% | +39.9% |
| 5Y | +33.1% | +40.2% | -7.1% | +1.1% |
| 10Y | +123.1% | +129.8% | -6.7% | +15.4% |
| All | +150.8% | +492.1% | -341.2% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling