+14.0%
KRE vs FGI
-66.3%
+80.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -0.7% |
| 7D | +0.3% | +13.5% | -13.2% | +0.1% |
| 30D | +5.0% | +17.1% | -12.1% | +4.8% |
| 3M | -5.7% | +78.0% | -83.8% | -7.3% |
| 6M | +7.5% | +46.4% | -38.9% | +5.9% |
| YTD | +13.8% | +47.7% | -33.9% | +11.1% |
| 1Y | +20.7% | +56.8% | -36.1% | +17.3% |
| 3Y | +90.1% | +12.3% | +77.8% | +84.3% |
| All | +14.0% | -66.3% | +80.3% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling