+14.3%
KRE vs FGI
-74.8%
+89.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -25.2% | +25.5% | +0.6% |
| 7D | +0.7% | -14.4% | +15.2% | +0.9% |
| 30D | +6.1% | -11.8% | +17.9% | +6.2% |
| 3M | -5.9% | -46.2% | +40.3% | -5.3% |
| 6M | +9.6% | +5.2% | +4.4% | +8.3% |
| YTD | +14.2% | +10.5% | +3.7% | +11.8% |
| 1Y | +22.5% | +25.5% | -3.0% | +19.3% |
| 3Y | +90.4% | -16.0% | +106.4% | +85.1% |
| All | +14.3% | -74.8% | +89.1% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling