+33.0%
KRE vs FDS
-20.4%
+53.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -0.1% |
| 7D | +2.3% | -5.4% | +7.7% | +3.8% |
| 30D | -2.5% | +1.6% | -4.1% | -3.1% |
| 3M | +6.2% | +17.7% | -11.5% | +0.7% |
| 6M | +15.8% | +29.1% | -13.2% | +5.3% |
| YTD | +16.0% | +1.0% | +15.0% | +15.3% |
| 1Y | +16.2% | -21.6% | +37.8% | +28.8% |
| 3Y | +86.4% | -30.1% | +116.5% | +116.5% |
| 5Y | +33.0% | -20.7% | +53.7% | +54.9% |
| All | +33.0% | -20.4% | +53.4% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling