+83.8%
KRE vs FFIV
+118.6%
-34.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.4% |
| 7D | +0.7% | -0.5% | +1.3% | +1.0% |
| 30D | +6.1% | -32.4% | +38.5% | +23.4% |
| 3M | -5.9% | -25.7% | +19.8% | +4.0% |
| 6M | +9.6% | -13.5% | +23.1% | +11.8% |
| YTD | +14.2% | +21.1% | -6.9% | -2.7% |
| 1Y | +22.5% | +29.4% | -6.9% | +0.8% |
| 3Y | +90.4% | +94.9% | -4.5% | +24.2% |
| 5Y | +11.9% | +34.7% | -22.9% | -14.4% |
| All | +83.8% | +118.6% | -34.8% | -2.6% |
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