+7.7%
KRE vs FLEX
-44.4%
+52.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.3% |
| 7D | -1.6% | +2.2% | -3.8% | -1.7% |
| 30D | +4.9% | -32.6% | +37.5% | +5.9% |
| 3M | -4.5% | -35.5% | +31.0% | -3.4% |
| 6M | +7.7% | -45.6% | +53.2% | +9.0% |
| All | +7.7% | -44.4% | +52.0% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling