+144.1%
KRE vs FIVN
+318.5%
-174.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +0.8% |
| 7D | +1.3% | -2.3% | +3.6% | +1.6% |
| 30D | -2.7% | +12.4% | -15.1% | -4.4% |
| 3M | +8.2% | +36.0% | -27.8% | +3.4% |
| 6M | +12.8% | +86.0% | -73.2% | +2.5% |
| YTD | +17.5% | +65.9% | -48.4% | +8.0% |
| 1Y | +16.6% | +26.5% | -9.9% | +10.6% |
| 3Y | +79.5% | -54.2% | +133.7% | +86.8% |
| 5Y | +32.4% | -80.5% | +112.9% | +43.3% |
| 10Y | +124.1% | +109.6% | +14.5% | +81.4% |
| All | +144.1% | +318.5% | -174.4% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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