+152.5%
KRE vs FISV
+353.1%
-200.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | +1.1% |
| 7D | +2.3% | -1.6% | +3.9% | +3.2% |
| 30D | -2.5% | -3.0% | +0.5% | -1.2% |
| 3M | +6.2% | -3.5% | +9.8% | +6.7% |
| 6M | +15.8% | -19.4% | +35.2% | +27.5% |
| YTD | +16.0% | -24.3% | +40.3% | +31.2% |
| 1Y | +16.2% | -62.4% | +78.6% | +80.8% |
| 3Y | +86.4% | -58.2% | +144.6% | +144.9% |
| 5Y | +33.0% | -56.5% | +89.5% | +64.1% |
| 10Y | +123.0% | -0.5% | +123.5% | +28.9% |
| All | +152.5% | +353.1% | -200.6% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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