+155.8%
KRE vs FITB
+179.1%
-23.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.3% | +0.6% | +0.7% | +1.0% |
| 30D | -2.7% | -4.7% | +2.1% | -0.5% |
| 3M | +8.2% | +6.7% | +1.5% | +5.0% |
| 6M | +12.8% | +12.6% | +0.3% | +6.7% |
| YTD | +17.5% | +19.1% | -1.6% | +8.3% |
| 1Y | +16.6% | +22.6% | -6.1% | +6.1% |
| 3Y | +79.5% | +127.1% | -47.7% | +25.7% |
| 5Y | +32.4% | +71.8% | -39.4% | +5.8% |
| 10Y | +124.1% | +287.2% | -163.0% | +31.4% |
| All | +155.8% | +179.1% | -23.3% | +51.4% |
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