+121.9%
KRE vs FLR
+19.7%
+102.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -1.8% | -3.5% | +1.7% | -1.0% |
| 30D | -4.5% | +4.2% | -8.7% | -5.7% |
| 3M | +2.7% | +8.1% | -5.3% | -0.5% |
| 6M | +16.9% | +21.5% | -4.7% | +8.5% |
| YTD | +15.4% | +36.8% | -21.4% | +3.5% |
| 1Y | +16.1% | +31.2% | -15.1% | +4.6% |
| 3Y | +85.7% | +53.9% | +31.8% | +53.5% |
| 5Y | +33.3% | +243.0% | -209.8% | -13.5% |
| All | +121.9% | +19.7% | +102.2% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling