+121.6%
KRE vs FLEX
+1,045.7%
-924.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.8% |
| 7D | -1.4% | +0.1% | -1.5% | -1.6% |
| 30D | -3.9% | -11.8% | +7.9% | -0.4% |
| 3M | +3.6% | -22.6% | +26.2% | +9.8% |
| 6M | +15.4% | +77.3% | -61.9% | -13.9% |
| YTD | +15.2% | +78.8% | -63.5% | -15.1% |
| 1Y | +16.5% | +86.1% | -69.6% | -16.7% |
| 3Y | +85.2% | +446.2% | -361.1% | -18.2% |
| 5Y | +33.1% | +689.7% | -656.6% | -50.5% |
| All | +121.6% | +1,045.7% | -924.1% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling