+94.0%
KRE vs FN
+772.0%
-678.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +0.4% |
| 7D | +0.3% | -4.1% | +4.4% | +0.6% |
| 30D | +5.9% | -28.3% | +34.2% | +11.5% |
| 3M | -3.3% | -33.9% | +30.6% | +2.4% |
| 6M | +5.8% | -43.9% | +49.8% | +13.4% |
| YTD | +14.7% | -23.4% | +38.2% | +11.2% |
| 1Y | +22.0% | -25.4% | +47.4% | +18.1% |
| 3Y | +91.6% | +107.9% | -16.3% | +31.0% |
| 5Y | +13.0% | +195.1% | -182.1% | -33.5% |
| 10Y | +94.0% | +794.1% | -700.1% | -13.2% |
| All | +94.0% | +772.0% | -678.0% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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