+325.9%
KRE vs FN
+2,575.5%
-2,249.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -14.2% | +11.8% | +0.1% |
| 7D | -0.8% | -16.0% | +15.2% | +1.8% |
| 30D | +3.2% | -40.1% | +43.3% | +12.0% |
| 3M | -6.0% | -43.9% | +37.9% | +2.3% |
| 6M | +4.6% | -55.6% | +60.2% | +16.6% |
| YTD | +13.5% | -35.7% | +49.2% | +14.8% |
| 1Y | +22.2% | -39.8% | +62.1% | +24.5% |
| 3Y | +79.8% | +80.3% | -0.5% | +36.9% |
| 5Y | +11.2% | +143.3% | -132.1% | -23.1% |
| 10Y | +116.1% | +682.3% | -566.2% | +15.6% |
| All | +325.9% | +2,575.5% | -2,249.7% | +86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling