+22.6%
KRE vs FN
-20.4%
+43.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.9% | -10.1% | +1.5% |
| 7D | -0.4% | +16.3% | -16.7% | -0.7% |
| 30D | +6.4% | -24.7% | +31.2% | +7.2% |
| 3M | -3.1% | -34.9% | +31.9% | -2.0% |
| 6M | +6.4% | -41.1% | +47.5% | +7.6% |
| YTD | +15.3% | -19.6% | +34.9% | +13.4% |
| All | +22.6% | -20.4% | +43.1% | +20.8% |
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