+94.0%
KRE vs FE
+110.9%
-16.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | +5.9% | +4.3% | +1.6% | +4.2% |
| 3M | -3.3% | +0.4% | -3.7% | -3.5% |
| 6M | +5.8% | +6.9% | -1.1% | +2.9% |
| YTD | +14.7% | +8.0% | +6.7% | +10.8% |
| 1Y | +22.0% | +4.8% | +17.2% | +19.1% |
| 3Y | +91.6% | +49.0% | +42.7% | +60.1% |
| 5Y | +13.0% | +46.2% | -33.3% | -5.7% |
| 10Y | +94.0% | +120.9% | -26.9% | +67.9% |
| All | +94.0% | +110.9% | -16.9% | +67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling