+89.8%
KRE vs FN
+111.9%
-22.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.2% |
| 7D | +0.3% | +20.8% | -20.5% | -1.7% |
| 30D | +5.0% | -17.3% | +22.3% | +6.5% |
| 3M | -5.7% | -38.1% | +32.4% | -1.7% |
| 6M | +7.5% | -44.2% | +51.8% | +12.3% |
| YTD | +13.8% | -22.3% | +36.1% | +10.8% |
| 1Y | +20.7% | -20.9% | +41.6% | +16.5% |
| All | +89.8% | +111.9% | -22.1% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling