+149.3%
KRE vs FIS
+107.6%
+41.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.7% | -6.9% | -3.8% |
| 7D | -1.6% | +1.5% | -3.1% | -2.6% |
| 30D | +4.9% | -11.8% | +16.7% | +8.3% |
| 3M | -4.5% | -28.5% | +24.0% | +10.3% |
| 6M | +7.7% | -27.0% | +34.7% | +21.5% |
| YTD | +14.5% | -53.1% | +67.6% | +63.4% |
| 1Y | +21.5% | -52.8% | +74.3% | +72.6% |
| 3Y | +91.2% | -37.5% | +128.7% | +123.2% |
| 5Y | +11.8% | -71.1% | +82.8% | +91.8% |
| 10Y | +89.3% | -52.0% | +141.4% | +125.2% |
| All | +149.3% | +107.6% | +41.7% | +3.9% |
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 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