+89.3%
KRE vs FN
+850.1%
-760.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.9% | -6.1% | -1.3% |
| 7D | -1.6% | +8.0% | -9.6% | -3.5% |
| 30D | +4.9% | -19.1% | +24.0% | +7.9% |
| 3M | -4.5% | -29.8% | +25.3% | 0.0% |
| 6M | +7.7% | -43.2% | +50.8% | +15.3% |
| YTD | +14.5% | -18.9% | +33.5% | +9.8% |
| 1Y | +21.5% | -17.9% | +39.4% | +15.3% |
| 3Y | +91.2% | +120.1% | -28.9% | +29.4% |
| 5Y | +11.8% | +206.7% | -194.9% | -34.5% |
| 10Y | +89.3% | +804.7% | -715.3% | -16.1% |
| All | +89.3% | +850.1% | -760.7% | -16.1% |
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