+26.9%
KRE vs DVA
+62.2%
-35.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.0% | +1.3% |
| 7D | +2.8% | +4.7% | -1.9% | +2.4% |
| 30D | +5.3% | +7.8% | -2.5% | +4.6% |
| 3M | -4.2% | -15.5% | +11.3% | -3.4% |
| 6M | +8.7% | +25.0% | -16.3% | +5.9% |
| YTD | +16.4% | +69.6% | -53.2% | +7.7% |
| 1Y | +26.9% | +60.6% | -33.7% | +20.8% |
| All | +26.9% | +62.2% | -35.3% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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