+85.5%
KRE vs DVA
+89.4%
-3.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -3.9% | +1.7% | -5.6% | -4.2% |
| 3M | +3.6% | -8.7% | +12.3% | +4.5% |
| 6M | +15.4% | +19.7% | -4.3% | +10.7% |
| YTD | +15.2% | +59.6% | -44.4% | +3.8% |
| 1Y | +16.5% | +37.1% | -20.6% | +8.1% |
| All | +85.5% | +89.4% | -3.9% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling