+30.9%
KRE vs FIS
-66.7%
+97.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.3% | +0.1% |
| 7D | -1.1% | -9.1% | +8.0% | +2.3% |
| 30D | -3.4% | -10.4% | +7.1% | +0.2% |
| 3M | +3.7% | -3.7% | +7.4% | +4.4% |
| 6M | +14.8% | -24.8% | +39.5% | +25.7% |
| YTD | +14.7% | -41.6% | +56.2% | +38.0% |
| 1Y | +16.0% | -42.7% | +58.8% | +40.5% |
| 3Y | +84.3% | -26.2% | +110.5% | +98.7% |
| 5Y | +30.9% | -66.1% | +97.0% | +83.9% |
| All | +30.9% | -66.7% | +97.6% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling