+26.9%
KRE vs FE
+6.1%
+20.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.8% | +1.7% | +1.1% | +2.6% |
| 30D | +5.3% | +8.1% | -2.8% | +4.6% |
| 3M | -4.2% | -1.3% | -2.9% | -4.2% |
| 6M | +8.7% | +2.9% | +5.8% | +8.5% |
| YTD | +16.4% | +8.6% | +7.8% | +19.0% |
| 1Y | +26.9% | +6.3% | +20.5% | +28.8% |
| All | +26.9% | +6.1% | +20.8% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling