-52.0%
FIG vs KRE
+21.5%
-73.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +3.4% | +0.7% | +2.7% | +3.2% |
| 30D | -9.5% | +6.1% | -15.6% | -9.6% |
| 3M | -26.2% | -5.9% | -20.3% | -26.1% |
| 6M | +2.7% | +9.6% | -6.9% | +2.7% |
| YTD | -48.0% | +14.2% | -62.1% | -49.8% |
| 1Y | -52.0% | +22.5% | -74.6% | -56.4% |
| All | -52.0% | +21.5% | -73.6% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 1y: compounded portfolio wealth divided by compounded KRE 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…
1y analysis · Full analysis span regression · 6 months rolling