+279.0%
KRE vs FIVE
+868.1%
-589.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.7% |
| 7D | +1.3% | +4.3% | -3.0% | +0.2% |
| 30D | -2.7% | +12.5% | -15.2% | -5.7% |
| 3M | +8.2% | +31.2% | -23.0% | +0.8% |
| 6M | +12.8% | +14.4% | -1.6% | +7.7% |
| YTD | +17.5% | +33.9% | -16.4% | +7.8% |
| 1Y | +16.6% | +65.1% | -48.5% | +1.1% |
| 3Y | +79.5% | +49.0% | +30.5% | +50.4% |
| 5Y | +32.4% | +30.3% | +2.1% | +11.0% |
| 10Y | +124.1% | +481.1% | -357.0% | +31.9% |
| All | +279.0% | +868.1% | -589.2% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling