+155.8%
KRE vs FFIV
+1,494.4%
-1,338.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | +1.3% | -1.0% | +2.3% | +1.6% |
| 30D | -2.7% | -5.1% | +2.4% | -1.1% |
| 3M | +8.2% | -4.5% | +12.6% | +9.2% |
| 6M | +12.8% | +36.5% | -23.7% | -0.6% |
| YTD | +17.5% | +53.0% | -35.5% | -1.2% |
| 1Y | +16.6% | +24.2% | -7.6% | +5.4% |
| 3Y | +79.5% | +137.2% | -57.7% | +27.2% |
| 5Y | +32.4% | +91.8% | -59.4% | -0.5% |
| 10Y | +124.1% | +215.2% | -91.0% | +38.4% |
| All | +155.8% | +1,494.4% | -1,338.6% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling