+90.4%
KRE vs FN
+96.4%
-6.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.6% | +1.0% |
| 7D | +0.7% | +0.3% | +0.5% | +0.6% |
| 30D | +6.1% | -16.5% | +22.7% | +7.5% |
| 3M | -5.9% | -42.1% | +36.2% | -1.3% |
| 6M | +9.6% | -52.9% | +62.5% | +16.9% |
| YTD | +14.2% | -28.0% | +42.2% | +11.9% |
| 1Y | +22.5% | -18.5% | +41.0% | +17.0% |
| 3Y | +90.4% | +93.9% | -3.5% | +23.2% |
| All | +90.4% | +96.4% | -6.0% | +23.2% |
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 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