+16.7%
KRE vs FIGR
+6.3%
+10.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.7% | -1.6% |
| 7D | +2.3% | +13.5% | -11.2% | +1.7% |
| 30D | -2.5% | +33.7% | -36.2% | -4.1% |
| 3M | +6.2% | +37.3% | -31.1% | +4.1% |
| 6M | +15.8% | +25.5% | -9.7% | +13.4% |
| YTD | +16.0% | -6.3% | +22.3% | +13.1% |
| All | +16.7% | +6.3% | +10.4% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 all: compounded portfolio wealth divided by compounded FIGR 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…
all analysis · Full analysis span regression · 6 months rolling