+123.0%
KRE vs FIVE
+475.1%
-352.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | +2.3% | +3.7% | -1.3% | +1.3% |
| 30D | -2.5% | +4.0% | -6.5% | -3.8% |
| 3M | +6.2% | +36.2% | -30.0% | -2.9% |
| 6M | +15.8% | +18.0% | -2.2% | +8.9% |
| YTD | +16.0% | +34.9% | -18.9% | +5.0% |
| 1Y | +16.2% | +67.9% | -51.7% | -1.7% |
| 3Y | +86.4% | +57.3% | +29.1% | +50.4% |
| 5Y | +33.0% | +39.5% | -6.6% | +6.6% |
| 10Y | +123.0% | +496.4% | -373.4% | +16.0% |
| All | +123.0% | +475.1% | -352.1% | +16.0% |
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