+33.0%
KRE vs FIX
+2,061.9%
-2,029.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.1% |
| 7D | +1.3% | +6.0% | -4.7% | -0.1% |
| 30D | -2.7% | -7.2% | +4.6% | -1.2% |
| 3M | +8.2% | -15.9% | +24.0% | +11.1% |
| 6M | +12.8% | +12.7% | +0.1% | +6.4% |
| YTD | +17.5% | +72.8% | -55.3% | -1.9% |
| 1Y | +16.6% | +122.9% | -106.3% | -11.0% |
| 3Y | +79.5% | +774.3% | -694.9% | -25.8% |
| All | +33.0% | +2,061.9% | -2,029.0% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling