+83.8%
KRE vs FDS
+127.7%
-43.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.7% | +1.5% | -0.7% | +0.2% |
| 30D | +6.1% | +14.8% | -8.7% | +0.2% |
| 3M | -5.9% | +16.3% | -22.2% | -12.3% |
| 6M | +9.6% | +66.2% | -56.6% | -14.3% |
| YTD | +14.2% | +16.2% | -2.0% | +3.2% |
| 1Y | +22.5% | +21.8% | +0.7% | +7.5% |
| 3Y | +90.4% | -23.9% | +114.2% | +110.0% |
| 5Y | +11.9% | -23.1% | +35.0% | +20.8% |
| All | +83.8% | +127.7% | -43.8% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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