+228.0%
KRE vs KDP
+1,356.4%
-1,128.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.9% |
| 7D | -1.6% | +4.0% | -5.6% | -3.2% |
| 30D | +4.9% | +16.8% | -11.9% | -1.7% |
| 3M | -4.5% | +32.0% | -36.5% | -15.2% |
| 6M | +7.7% | +35.2% | -27.5% | -5.7% |
| YTD | +14.5% | +40.9% | -26.4% | -2.1% |
| 1Y | +21.5% | +47.7% | -26.1% | +1.8% |
| 3Y | +91.2% | +34.8% | +56.4% | +62.1% |
| 5Y | +11.8% | +22.6% | -10.9% | -1.6% |
| 10Y | +89.3% | +266.4% | -177.1% | -5.1% |
| All | +228.0% | +1,356.4% | -1,128.4% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling