+230.2%
KRE vs KDP
+1,306.6%
-1,076.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -0.4% | +0.3% | -0.7% | -0.6% |
| 30D | +6.4% | +16.3% | -9.9% | -0.1% |
| 3M | -3.1% | +24.0% | -27.1% | -11.7% |
| 6M | +6.4% | +30.0% | -23.6% | -5.3% |
| YTD | +15.3% | +36.1% | -20.8% | 0.0% |
| 1Y | +23.3% | +46.8% | -23.6% | +3.4% |
| 3Y | +93.6% | +30.5% | +63.2% | +66.3% |
| 5Y | +13.2% | +17.9% | -4.7% | +1.3% |
| 10Y | +103.1% | +239.3% | -136.1% | +5.4% |
| All | +230.2% | +1,306.6% | -1,076.3% | -35.3% |
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