+11.8%
KRE vs FICO
+88.0%
-76.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.2% |
| 7D | -1.6% | +4.0% | -5.6% | -2.2% |
| 30D | +4.9% | -1.5% | +6.4% | +4.9% |
| 3M | -4.5% | -29.8% | +25.3% | -0.3% |
| 6M | +7.7% | -33.3% | +40.9% | +12.3% |
| YTD | +14.5% | -56.9% | +71.4% | +30.1% |
| 1Y | +21.5% | -59.5% | +81.0% | +39.9% |
| 3Y | +91.2% | -26.9% | +118.1% | +83.1% |
| 5Y | +11.8% | +92.9% | -81.1% | -19.5% |
| All | +11.8% | +88.0% | -76.2% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling