+236.5%
KRE vs KDP
+1,132.0%
-895.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +1.3% | +1.3% | 0.0% | +0.8% |
| 30D | -2.7% | +6.0% | -8.7% | -5.1% |
| 3M | +8.2% | +9.2% | -1.0% | +3.9% |
| 6M | +12.8% | +14.7% | -1.9% | +5.7% |
| YTD | +17.5% | +19.2% | -1.7% | +7.9% |
| 1Y | +16.6% | +15.2% | +1.4% | +8.0% |
| 3Y | +79.5% | +6.0% | +73.5% | +68.5% |
| 5Y | +32.4% | +5.4% | +27.0% | +24.1% |
| 10Y | +124.1% | +171.9% | -47.7% | +28.7% |
| All | +236.5% | +1,132.0% | -895.5% | -30.2% |
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