-80.3%
FIG vs KRE
+26.0%
-106.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.3% | -4.4% | -5.5% |
| 7D | -16.4% | +2.3% | -18.7% | -16.6% |
| 30D | -2.3% | -2.5% | +0.2% | -2.0% |
| 3M | +7.8% | +6.2% | +1.6% | +7.0% |
| 6M | -21.8% | +15.8% | -37.7% | -24.7% |
| YTD | -39.1% | +16.0% | -55.1% | -42.0% |
| 1Y | -56.6% | +16.2% | -72.8% | -60.0% |
| All | -80.3% | +26.0% | -106.3% | -81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling