+90.4%
KRE vs FIX
+503.5%
-413.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +0.7% | +9.4% | -8.7% | -0.6% |
| 30D | +6.1% | -27.8% | +33.9% | +10.4% |
| 3M | -5.9% | -35.6% | +29.6% | -0.7% |
| 6M | +9.6% | -45.2% | +54.8% | +17.9% |
| YTD | +14.2% | +19.5% | -5.3% | +5.4% |
| 1Y | +22.5% | +24.2% | -1.7% | +11.9% |
| 3Y | +90.4% | +494.2% | -403.8% | +3.4% |
| All | +90.4% | +503.5% | -413.1% | +3.4% |
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