+83.3%
KRE vs FIVE
+505.3%
-422.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | +0.3% | +2.4% | -2.2% | -0.4% |
| 30D | +5.0% | +15.8% | -10.8% | +0.8% |
| 3M | -5.7% | +3.8% | -9.5% | -7.2% |
| 6M | +7.5% | +18.5% | -11.0% | +1.2% |
| YTD | +13.8% | +31.2% | -17.4% | +3.5% |
| 1Y | +20.7% | +61.8% | -41.1% | +3.4% |
| 3Y | +90.1% | +39.9% | +50.2% | +59.0% |
| 5Y | +11.5% | +18.3% | -6.8% | -5.5% |
| All | +83.3% | +505.3% | -422.1% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling