+22.5%
KRE vs FIS
-53.6%
+76.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | 0.0% |
| 7D | +0.7% | +2.8% | -2.1% | +0.5% |
| 30D | +6.1% | -16.7% | +22.8% | +6.6% |
| 3M | -5.9% | -32.3% | +26.4% | -2.8% |
| 6M | +9.6% | -29.1% | +38.7% | +12.1% |
| YTD | +14.2% | -54.1% | +68.3% | +30.8% |
| 1Y | +22.5% | -53.7% | +76.2% | +39.8% |
| All | +22.5% | -53.6% | +76.1% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling