+123.0%
KRE vs FE
+113.1%
+9.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | +2.3% | +0.6% | +1.7% | +2.1% |
| 30D | -2.5% | -2.1% | -0.3% | -1.7% |
| 3M | +6.2% | +2.6% | +3.6% | +5.1% |
| 6M | +15.8% | -6.8% | +22.6% | +18.6% |
| YTD | +16.0% | +6.9% | +9.1% | +12.6% |
| 1Y | +16.2% | +11.6% | +4.6% | +10.8% |
| 3Y | +86.4% | +47.7% | +38.7% | +57.1% |
| 5Y | +33.0% | +46.2% | -13.2% | +11.6% |
| 10Y | +123.0% | +109.2% | +13.8% | +93.3% |
| All | +123.0% | +113.1% | +9.9% | +93.3% |
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