+16.2%
KRE vs FIVE
+65.4%
-49.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | +2.3% | +3.7% | -1.3% | +1.8% |
| 30D | -2.5% | +4.0% | -6.5% | -3.1% |
| 3M | +6.2% | +36.2% | -30.0% | +1.1% |
| 6M | +15.8% | +18.0% | -2.2% | +11.8% |
| YTD | +16.0% | +34.9% | -18.9% | +8.3% |
| 1Y | +16.2% | +67.9% | -51.7% | +2.4% |
| All | +16.2% | +65.4% | -49.2% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling