+155.8%
KRE vs FIS
+184.6%
-28.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +1.1% |
| 7D | +1.3% | +1.1% | +0.2% | +0.7% |
| 30D | -2.7% | -2.2% | -0.5% | -1.7% |
| 3M | +8.2% | +2.1% | +6.0% | +5.8% |
| 6M | +12.8% | -14.7% | +27.5% | +20.4% |
| YTD | +17.5% | -35.7% | +53.2% | +46.5% |
| 1Y | +16.6% | -37.1% | +53.6% | +46.7% |
| 3Y | +79.5% | -20.0% | +99.5% | +90.4% |
| 5Y | +32.4% | -62.1% | +94.5% | +103.5% |
| 10Y | +124.1% | -37.4% | +161.5% | +140.1% |
| All | +155.8% | +184.6% | -28.8% | -6.8% |
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 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