+152.5%
KRE vs FLR
+58.0%
+94.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | +2.3% | +0.7% | +1.7% | +2.1% |
| 30D | -2.5% | -0.7% | -1.8% | -2.6% |
| 3M | +6.2% | +14.3% | -8.1% | 0.0% |
| 6M | +15.8% | +25.6% | -9.8% | +4.3% |
| YTD | +16.0% | +42.9% | -26.9% | -0.5% |
| 1Y | +16.2% | +38.7% | -22.6% | -0.2% |
| 3Y | +86.4% | +61.8% | +24.6% | +43.4% |
| 5Y | +33.0% | +254.1% | -221.1% | -25.5% |
| 10Y | +123.0% | +20.0% | +102.9% | +47.9% |
| All | +152.5% | +58.0% | +94.6% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling