+122.0%
KRE vs KDP
+173.4%
-51.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.7% |
| 7D | -1.1% | -1.6% | +0.5% | -0.6% |
| 30D | -3.4% | +9.5% | -12.9% | -6.0% |
| 3M | +3.7% | +2.6% | +1.1% | +2.6% |
| 6M | +14.8% | +15.6% | -0.9% | +9.3% |
| YTD | +14.7% | +17.3% | -2.7% | +8.4% |
| 1Y | +16.0% | +20.1% | -4.1% | +8.4% |
| 3Y | +84.3% | +4.9% | +79.3% | +77.0% |
| 5Y | +30.9% | +5.0% | +25.9% | +25.9% |
| 10Y | +122.0% | +179.8% | -57.8% | +97.9% |
| All | +122.0% | +173.4% | -51.4% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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