+3.3%
KRE vs FIX
-49.0%
+52.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -0.1% |
| 7D | +0.3% | -17.5% | +17.7% | 0.0% |
| 30D | +4.8% | -41.6% | +46.4% | +4.8% |
| 3M | -5.1% | -40.6% | +35.5% | -5.1% |
| 6M | +3.3% | -49.4% | +52.7% | +3.8% |
| All | +3.3% | -49.0% | +52.3% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling