+155.8%
KRE vs FDX
+337.5%
-181.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | +1.3% | -2.5% | +3.8% | +2.8% |
| 30D | -2.7% | +3.8% | -6.5% | -5.1% |
| 3M | +8.2% | -1.3% | +9.5% | +8.1% |
| 6M | +12.8% | +5.0% | +7.8% | +7.6% |
| YTD | +17.5% | +39.6% | -22.1% | -5.9% |
| 1Y | +16.6% | +81.1% | -64.5% | -20.5% |
| 3Y | +79.5% | +63.0% | +16.4% | +24.3% |
| 5Y | +32.4% | +65.6% | -33.2% | -14.7% |
| 10Y | +124.1% | +183.4% | -59.2% | -11.6% |
| All | +155.8% | +337.5% | -181.7% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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