+86.4%
KRE vs FLEX
+475.0%
-388.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -2.1% |
| 7D | +2.3% | +7.0% | -4.6% | +1.0% |
| 30D | -2.5% | -5.8% | +3.3% | -1.6% |
| 3M | +6.2% | -24.2% | +30.4% | +10.5% |
| 6M | +15.8% | +90.8% | -75.0% | -7.3% |
| YTD | +16.0% | +89.2% | -73.2% | -7.6% |
| 1Y | +16.2% | +104.7% | -88.5% | -11.0% |
| 3Y | +86.4% | +478.1% | -391.7% | -2.7% |
| All | +86.4% | +475.0% | -388.6% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling