+86.4%
KRE vs FIS
-22.6%
+109.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.6% | +0.7% |
| 7D | +2.3% | -3.5% | +5.8% | +3.5% |
| 30D | -2.5% | -7.8% | +5.3% | 0.0% |
| 3M | +6.2% | +0.8% | +5.4% | +5.2% |
| 6M | +15.8% | -21.9% | +37.7% | +25.2% |
| YTD | +16.0% | -39.5% | +55.5% | +39.7% |
| 1Y | +16.2% | -41.0% | +57.2% | +41.2% |
| 3Y | +86.4% | -23.6% | +110.0% | +75.5% |
| All | +86.4% | -22.6% | +109.0% | +75.5% |
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