+265.6%
KRE vs FIVE
+822.5%
-556.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.3% | -0.3% | +0.5% | +0.3% |
| 30D | +4.8% | +17.7% | -12.9% | +0.7% |
| 3M | -5.1% | +4.0% | -9.0% | -6.4% |
| 6M | +3.3% | +2.6% | +0.7% | +1.3% |
| YTD | +13.3% | +27.6% | -14.2% | +5.0% |
| 1Y | +22.9% | +59.9% | -37.1% | +7.5% |
| 3Y | +82.1% | +35.8% | +46.3% | +56.0% |
| 5Y | +11.0% | +14.4% | -3.4% | -3.8% |
| 10Y | +115.7% | +576.1% | -460.4% | +24.8% |
| All | +265.6% | +822.5% | -556.9% | +100.2% |
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