+22.1%
KRE vs FIS
-55.4%
+77.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | -0.1% |
| 7D | +0.3% | -3.5% | +3.8% | +0.6% |
| 30D | +5.0% | -19.4% | +24.4% | +5.7% |
| 3M | -5.7% | -31.6% | +25.8% | -2.9% |
| 6M | +7.5% | -32.5% | +40.1% | +10.5% |
| YTD | +13.8% | -56.0% | +69.8% | +30.9% |
| All | +22.1% | -55.4% | +77.6% | +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