+70.4%
KRE vs FND
+56.5%
+13.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -1.8% | -5.8% | +3.9% | -0.2% |
| 30D | -4.5% | -20.2% | +15.7% | +1.5% |
| 3M | +2.7% | -12.0% | +14.7% | +5.5% |
| 6M | +16.9% | -18.5% | +35.4% | +21.5% |
| YTD | +15.4% | -22.3% | +37.6% | +20.9% |
| 1Y | +16.1% | -47.6% | +63.7% | +35.7% |
| 3Y | +85.7% | -49.8% | +135.5% | +112.6% |
| 5Y | +33.3% | -63.0% | +96.2% | +57.6% |
| All | +70.4% | +56.5% | +13.9% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling