+94.0%
KRE vs FICO
+535.6%
-441.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.7% |
| 7D | +0.3% | +0.9% | -0.6% | 0.0% |
| 30D | +5.9% | +9.4% | -3.5% | +2.8% |
| 3M | -3.3% | -30.4% | +27.1% | +3.4% |
| 6M | +5.8% | -35.1% | +41.0% | +13.7% |
| YTD | +14.7% | -56.8% | +71.5% | +37.3% |
| 1Y | +22.0% | -58.4% | +80.4% | +47.5% |
| 3Y | +91.6% | -26.7% | +118.3% | +79.5% |
| 5Y | +13.0% | +88.0% | -75.1% | -29.7% |
| 10Y | +94.0% | +545.7% | -451.7% | -32.9% |
| All | +94.0% | +535.6% | -441.6% | -32.9% |
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