+90.9%
KRE vs FIS
-37.3%
+128.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.7% | -6.9% | -1.8% |
| 7D | -1.6% | +1.5% | -3.1% | -2.0% |
| 30D | +4.9% | -11.8% | +16.7% | +5.8% |
| 3M | -4.5% | -28.5% | +24.0% | +2.7% |
| 6M | +7.7% | -27.0% | +34.7% | +14.3% |
| YTD | +14.5% | -53.1% | +67.6% | +43.8% |
| 1Y | +21.5% | -52.8% | +74.3% | +51.9% |
| All | +90.9% | -37.3% | +128.2% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling