+83.8%
KRE vs FICO
+527.0%
-443.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.7% | +2.2% | -1.5% | +0.2% |
| 30D | +6.1% | +0.1% | +6.0% | +5.6% |
| 3M | -5.9% | -35.2% | +29.2% | +2.8% |
| 6M | +9.6% | -32.4% | +41.9% | +16.2% |
| YTD | +14.2% | -57.4% | +71.6% | +37.2% |
| 1Y | +22.5% | -58.5% | +81.1% | +48.2% |
| 3Y | +90.4% | -28.9% | +119.2% | +80.0% |
| 5Y | +11.9% | +91.7% | -79.8% | -31.1% |
| All | +83.8% | +527.0% | -443.2% | -37.7% |
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