+85.7%
KRE vs FANG
+45.3%
+40.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -1.8% | +2.9% | -4.7% | -2.5% |
| 30D | -4.5% | +2.6% | -7.1% | -5.1% |
| 3M | +2.7% | +7.6% | -4.8% | +0.6% |
| 6M | +16.9% | +17.3% | -0.5% | +10.0% |
| YTD | +15.4% | +38.7% | -23.3% | +2.1% |
| 1Y | +16.1% | +51.6% | -35.6% | -0.9% |
| 3Y | +85.7% | +50.0% | +35.8% | +55.7% |
| All | +85.7% | +45.3% | +40.5% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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