+146.7%
KRE vs FIX
+9,609.6%
-9,462.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -2.2% |
| 7D | +0.3% | -17.5% | +17.7% | +6.4% |
| 30D | +4.8% | -41.6% | +46.4% | +25.5% |
| 3M | -5.1% | -40.6% | +35.5% | +11.9% |
| 6M | +3.3% | -49.4% | +52.7% | +26.4% |
| YTD | +13.3% | +9.2% | +4.2% | -0.7% |
| 1Y | +22.9% | +6.5% | +16.4% | +7.8% |
| 3Y | +82.1% | +448.7% | -366.6% | -30.7% |
| 5Y | +11.0% | +948.7% | -937.7% | -69.5% |
| 10Y | +115.7% | +3,659.7% | -3,544.0% | -68.4% |
| All | +146.7% | +9,609.6% | -9,462.9% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling