+4,143.0%
KR vs FITB
+2,819.0%
+1,324.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | +0.6% | -5.1% | +5.8% | +1.3% |
| 3M | -9.8% | +3.5% | -13.3% | -10.2% |
| 6M | -22.1% | +17.2% | -39.4% | -23.9% |
| YTD | -8.1% | +17.6% | -25.7% | -10.3% |
| 1Y | -14.7% | +23.4% | -38.0% | -17.3% |
| 3Y | +28.6% | +129.7% | -101.2% | +13.5% |
| 5Y | +36.4% | +68.4% | -32.0% | +23.6% |
| 10Y | +120.8% | +285.6% | -164.9% | +70.0% |
| All | +4,143.0% | +2,819.0% | +1,324.0% | +1,244.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling