+155.8%
KRE vs FDS
+721.8%
-566.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +2.4% |
| 7D | +1.3% | -1.9% | +3.2% | +2.2% |
| 30D | -2.7% | +9.0% | -11.7% | -7.5% |
| 3M | +8.2% | +18.9% | -10.7% | -3.5% |
| 6M | +12.8% | +35.1% | -22.3% | -8.8% |
| YTD | +17.5% | +5.5% | +12.0% | +7.3% |
| 1Y | +16.6% | -16.8% | +33.4% | +20.2% |
| 3Y | +79.5% | -28.1% | +107.5% | +99.0% |
| 5Y | +32.4% | -17.4% | +49.8% | +31.7% |
| 10Y | +124.1% | +85.4% | +38.7% | +25.9% |
| All | +155.8% | +721.8% | -566.0% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling