+22.6%
KRE vs FIX
+14.0%
+8.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.4% | -7.7% | +1.3% |
| 7D | -0.4% | -7.2% | +6.9% | -0.3% |
| 30D | +6.4% | -35.1% | +41.5% | +9.0% |
| 3M | -3.1% | -34.3% | +31.2% | -1.0% |
| 6M | +6.4% | -42.9% | +49.3% | +9.5% |
| YTD | +15.3% | +19.5% | -4.1% | +10.2% |
| All | +22.6% | +14.0% | +8.6% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling