+126.5%
KRE vs FICO
+606.0%
-479.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -16.7% | +17.2% | +5.2% |
| 7D | +1.3% | -19.2% | +20.5% | +6.9% |
| 30D | -2.7% | -14.6% | +11.9% | +0.8% |
| 3M | +8.2% | -20.1% | +28.3% | +12.8% |
| 6M | +12.8% | -36.3% | +49.1% | +24.1% |
| YTD | +17.5% | -44.9% | +62.4% | +34.6% |
| 1Y | +16.6% | -38.6% | +55.2% | +27.1% |
| 3Y | +79.5% | +4.0% | +75.5% | +54.5% |
| 5Y | +32.4% | +99.5% | -67.1% | -14.6% |
| All | +126.5% | +606.0% | -479.5% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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