+121.6%
KRE vs FIS
-39.9%
+161.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.1% |
| 7D | -1.4% | -8.9% | +7.5% | +2.9% |
| 30D | -3.9% | -9.9% | +6.0% | +0.6% |
| 3M | +3.6% | 0.0% | +3.7% | +2.7% |
| 6M | +15.4% | -22.9% | +38.3% | +28.1% |
| YTD | +15.2% | -40.9% | +56.1% | +45.1% |
| 1Y | +16.5% | -40.4% | +56.9% | +45.8% |
| 3Y | +85.2% | -25.4% | +110.5% | +101.0% |
| 5Y | +33.1% | -64.8% | +97.9% | +104.8% |
| All | +121.6% | -39.9% | +161.5% | +188.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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