+121.9%
KRE vs DVA
+187.8%
-65.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.8% | -1.3% | -0.5% | -1.5% |
| 30D | -4.5% | 0.0% | -4.5% | -4.5% |
| 3M | +2.7% | -10.9% | +13.7% | +5.1% |
| 6M | +16.9% | +17.3% | -0.4% | +9.6% |
| YTD | +15.4% | +59.8% | -44.4% | -2.4% |
| 1Y | +16.1% | +36.3% | -20.2% | +3.0% |
| 3Y | +85.7% | +88.6% | -2.9% | +43.7% |
| 5Y | +33.3% | +47.5% | -14.3% | +8.0% |
| All | +121.9% | +187.8% | -65.9% | +41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling