+18.5%
KRE vs FLNC
-70.4%
+88.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.1% |
| 7D | -1.8% | -4.1% | +2.2% | -1.6% |
| 30D | -4.5% | -24.8% | +20.3% | -2.5% |
| 3M | +2.7% | -59.1% | +61.8% | +9.2% |
| 6M | +16.9% | -42.0% | +58.8% | +17.8% |
| YTD | +15.4% | -49.8% | +65.2% | +16.1% |
| 1Y | +16.1% | +43.1% | -27.0% | +2.2% |
| 3Y | +85.7% | -61.0% | +146.7% | +71.9% |
| All | +18.5% | -70.4% | +88.8% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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