+22.5%
KRE vs FFIV
+28.7%
-6.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.5% |
| 7D | +0.7% | -0.5% | +1.3% | +0.8% |
| 30D | +6.1% | -32.4% | +38.5% | +9.2% |
| 3M | -5.9% | -25.7% | +19.8% | -4.3% |
| 6M | +9.6% | -13.5% | +23.1% | +8.8% |
| YTD | +14.2% | +21.1% | -6.9% | +3.7% |
| 1Y | +22.5% | +29.4% | -6.9% | +8.4% |
| All | +22.5% | +28.7% | -6.2% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling