+146.7%
KRE vs FE
+114.2%
+32.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +4.8% | +5.2% | -0.4% | +2.5% |
| 3M | -5.1% | 0.0% | -5.0% | -5.1% |
| 6M | +3.3% | +5.0% | -1.8% | +0.8% |
| YTD | +13.3% | +7.9% | +5.5% | +8.9% |
| 1Y | +22.9% | +6.3% | +16.5% | +18.7% |
| 3Y | +82.1% | +46.0% | +36.1% | +49.8% |
| 5Y | +11.0% | +45.6% | -34.6% | -9.6% |
| 10Y | +115.7% | +109.3% | +6.4% | +40.2% |
| All | +146.7% | +114.2% | +32.5% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling