+133.4%
KR vs FITB
+290.8%
-157.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.7% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +5.1% | -5.7% | +10.7% | +5.5% |
| 3M | -8.2% | +3.2% | -11.3% | -8.4% |
| 6M | -18.0% | +23.4% | -41.4% | -19.3% |
| YTD | -4.8% | +18.8% | -23.6% | -6.1% |
| 1Y | -11.0% | +25.0% | -36.0% | -12.7% |
| 3Y | +37.7% | +131.2% | -93.5% | +27.3% |
| 5Y | +52.8% | +70.7% | -17.9% | +43.8% |
| All | +133.4% | +290.8% | -157.4% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling