+16.2%
KRE vs FGI
-69.8%
+86.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.3% |
| 7D | +2.3% | +5.2% | -2.8% | +2.3% |
| 30D | -2.5% | +65.2% | -67.7% | -4.0% |
| 3M | +6.2% | +30.2% | -23.9% | +4.9% |
| 6M | +15.8% | +87.8% | -72.0% | +12.7% |
| YTD | +16.0% | +32.5% | -16.5% | +13.4% |
| 1Y | +16.2% | +93.6% | -77.4% | +11.8% |
| 3Y | +86.4% | -2.6% | +89.0% | +81.3% |
| All | +16.2% | -69.8% | +86.0% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FGI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling