+149.6%
KRE vs DVA
+633.2%
-483.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.7% |
| 7D | -1.1% | +2.0% | -3.1% | -1.8% |
| 30D | -3.4% | -0.4% | -3.0% | -3.3% |
| 3M | +3.7% | -7.7% | +11.4% | +5.5% |
| 6M | +14.8% | +20.0% | -5.2% | +4.3% |
| YTD | +14.7% | +61.1% | -46.4% | -8.5% |
| 1Y | +16.0% | +33.9% | -17.9% | -0.6% |
| 3Y | +84.3% | +91.5% | -7.3% | +29.9% |
| 5Y | +30.9% | +41.8% | -10.9% | -0.5% |
| 10Y | +122.0% | +187.5% | -65.6% | +11.2% |
| All | +149.6% | +633.2% | -483.6% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling