+123.0%
KRE vs FIX
+5,976.4%
-5,853.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.6% | -2.1% |
| 7D | +2.3% | +6.1% | -3.7% | +0.2% |
| 30D | -2.5% | -2.7% | +0.2% | -2.0% |
| 3M | +6.2% | -10.9% | +17.2% | +8.1% |
| 6M | +15.8% | +29.0% | -13.2% | +1.0% |
| YTD | +16.0% | +76.9% | -60.9% | -11.6% |
| 1Y | +16.2% | +130.7% | -114.6% | -22.3% |
| 3Y | +86.4% | +790.7% | -704.3% | -40.9% |
| 5Y | +33.0% | +2,185.6% | -2,152.6% | -74.8% |
| 10Y | +123.0% | +5,993.3% | -5,870.3% | -72.1% |
| All | +123.0% | +5,976.4% | -5,853.4% | -72.1% |
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