+148.6%
KRE vs FIS
+103.0%
+45.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | -1.9% |
| 7D | +0.7% | +2.8% | -2.1% | -1.1% |
| 30D | +6.1% | -16.7% | +22.8% | +12.9% |
| 3M | -5.9% | -32.3% | +26.4% | +11.8% |
| 6M | +9.6% | -29.1% | +38.7% | +25.4% |
| YTD | +14.2% | -54.1% | +68.3% | +64.6% |
| 1Y | +22.5% | -53.7% | +76.2% | +75.5% |
| 3Y | +90.4% | -38.8% | +129.2% | +124.4% |
| 5Y | +11.9% | -71.1% | +83.0% | +91.2% |
| 10Y | +88.8% | -53.1% | +141.9% | +126.8% |
| All | +148.6% | +103.0% | +45.6% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling