+89.3%
KRE vs FIX
+3,814.3%
-3,724.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -1.9% |
| 7D | -1.6% | +6.4% | -8.0% | -4.1% |
| 30D | +4.9% | -29.1% | +34.0% | +15.5% |
| 3M | -4.5% | -31.1% | +26.7% | +5.4% |
| 6M | +7.7% | -42.8% | +50.5% | +24.4% |
| YTD | +14.5% | +24.6% | -10.1% | -4.4% |
| 1Y | +21.5% | +21.9% | -0.4% | +1.5% |
| 3Y | +91.2% | +524.9% | -433.7% | -34.0% |
| 5Y | +11.8% | +1,092.2% | -1,080.4% | -73.5% |
| 10Y | +89.3% | +3,759.0% | -3,669.7% | -75.0% |
| All | +89.3% | +3,814.3% | -3,724.9% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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