+83.8%
KRE vs FIX
+3,564.5%
-3,480.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | +0.7% | +9.4% | -8.7% | -2.5% |
| 30D | +6.1% | -27.8% | +33.9% | +16.1% |
| 3M | -5.9% | -35.6% | +29.6% | +6.2% |
| 6M | +9.6% | -45.2% | +54.8% | +28.4% |
| YTD | +14.2% | +19.5% | -5.3% | -3.3% |
| 1Y | +22.5% | +24.2% | -1.7% | +1.4% |
| 3Y | +90.4% | +494.2% | -403.8% | -33.1% |
| 5Y | +11.9% | +1,036.1% | -1,024.3% | -73.0% |
| All | +83.8% | +3,564.5% | -3,480.7% | -75.3% |
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