+84.6%
KRE vs FIX
+764.7%
-680.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -0.8% |
| 7D | -1.1% | +3.5% | -4.6% | -1.6% |
| 30D | -3.4% | -3.5% | +0.1% | -3.0% |
| 3M | +3.7% | -11.8% | +15.5% | +4.8% |
| 6M | +14.8% | +17.8% | -3.0% | +9.5% |
| YTD | +14.7% | +73.3% | -58.7% | +1.5% |
| 1Y | +16.0% | +128.1% | -112.1% | -3.7% |
| All | +84.6% | +764.7% | -680.1% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling