+148.6%
KRE vs FITB
+179.5%
-30.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +0.7% | +2.8% | -2.0% | -0.5% |
| 30D | +6.1% | +9.8% | -3.7% | +1.7% |
| 3M | -5.9% | -5.2% | -0.8% | -3.6% |
| 6M | +9.6% | +17.3% | -7.7% | +1.8% |
| YTD | +14.2% | +19.3% | -5.1% | +5.1% |
| 1Y | +22.5% | +32.7% | -10.2% | +7.4% |
| 3Y | +90.4% | +141.6% | -51.2% | +29.7% |
| 5Y | +11.9% | +48.9% | -37.0% | -5.0% |
| 10Y | +88.8% | +216.5% | -127.7% | +18.9% |
| All | +148.6% | +179.5% | -30.9% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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