+21.5%
KRE vs FN
-19.6%
+41.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.9% | -6.1% | -0.3% |
| 7D | -1.6% | +8.0% | -9.6% | -1.8% |
| 30D | +4.9% | -19.1% | +24.0% | +5.5% |
| 3M | -4.5% | -29.8% | +25.3% | -3.6% |
| 6M | +7.7% | -43.2% | +50.8% | +9.2% |
| YTD | +14.5% | -18.9% | +33.5% | +12.5% |
| 1Y | +21.5% | -17.9% | +39.4% | +18.9% |
| All | +21.5% | -19.6% | +41.1% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling