+122.0%
KRE vs FFIV
+239.4%
-117.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.0% | -2.9% |
| 7D | -1.1% | +3.5% | -4.5% | -2.7% |
| 30D | -3.4% | -1.3% | -2.1% | -3.1% |
| 3M | +3.7% | +2.4% | +1.3% | +1.6% |
| 6M | +14.8% | +41.8% | -27.0% | -4.8% |
| YTD | +14.7% | +58.5% | -43.9% | -10.6% |
| 1Y | +16.0% | +24.3% | -8.3% | +1.4% |
| 3Y | +84.3% | +152.0% | -67.8% | +10.9% |
| 5Y | +30.9% | +99.1% | -68.3% | -14.2% |
| 10Y | +122.0% | +242.8% | -120.8% | +3.0% |
| All | +122.0% | +239.4% | -117.5% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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