+21.8%
KRE vs FIX
+15.7%
+6.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | +0.3% | -13.9% | +14.2% | +0.8% |
| 30D | +5.9% | -35.5% | +41.5% | +8.5% |
| 3M | -3.3% | -33.9% | +30.6% | -1.3% |
| 6M | +5.8% | -43.3% | +49.2% | +9.0% |
| YTD | +14.7% | +18.7% | -3.9% | +9.7% |
| All | +21.8% | +15.7% | +6.1% | +16.4% |
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