+71.3%
KRE vs FND
+58.4%
+12.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | 0.0% |
| 7D | +2.3% | +0.4% | +2.0% | +2.2% |
| 30D | -2.5% | -23.6% | +21.1% | +4.9% |
| 3M | +6.2% | +4.3% | +1.9% | +3.8% |
| 6M | +15.8% | -20.3% | +36.1% | +21.2% |
| YTD | +16.0% | -21.3% | +37.3% | +21.1% |
| 1Y | +16.2% | -45.4% | +61.5% | +34.1% |
| 3Y | +86.4% | -48.9% | +135.3% | +112.3% |
| 5Y | +33.0% | -61.0% | +94.0% | +54.9% |
| All | +71.3% | +58.4% | +12.9% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling