+155.8%
KRE vs FLEX
+1,286.6%
-1,130.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | +1.3% | -0.9% | +2.2% | +1.6% |
| 30D | -2.7% | -10.1% | +7.5% | +0.9% |
| 3M | +8.2% | -31.3% | +39.5% | +21.0% |
| 6M | +12.8% | +71.3% | -58.5% | -16.7% |
| YTD | +17.5% | +81.2% | -63.8% | -16.1% |
| 1Y | +16.6% | +98.5% | -81.9% | -20.9% |
| 3Y | +79.5% | +428.2% | -348.8% | -22.9% |
| 5Y | +32.4% | +657.3% | -624.8% | -52.2% |
| 10Y | +124.1% | +995.9% | -871.8% | -39.4% |
| All | +155.8% | +1,286.6% | -1,130.9% | -48.3% |
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