+148.6%
KRE vs FLEX
+849.4%
-700.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.8% |
| 7D | +0.7% | +7.5% | -6.7% | -2.2% |
| 30D | +6.1% | -25.3% | +31.4% | +15.0% |
| 3M | -5.9% | -39.7% | +33.8% | +9.0% |
| 6M | +9.6% | -47.9% | +57.5% | +30.0% |
| YTD | +14.2% | +24.1% | -9.9% | -9.5% |
| 1Y | +22.5% | +26.0% | -3.4% | -4.1% |
| 3Y | +90.4% | +282.7% | -192.3% | -11.1% |
| 5Y | +11.9% | +424.2% | -412.4% | -55.3% |
| 10Y | +88.8% | +613.8% | -525.0% | -42.1% |
| All | +148.6% | +849.4% | -700.8% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling