+65.7%
KRE vs FOXA
+86.3%
-20.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.1% |
| 7D | -1.1% | -5.4% | +4.4% | +1.8% |
| 30D | -3.4% | +1.1% | -4.5% | -4.3% |
| 3M | +3.7% | -6.1% | +9.8% | +5.1% |
| 6M | +14.8% | +8.2% | +6.5% | +6.5% |
| YTD | +14.7% | -11.8% | +26.4% | +18.8% |
| 1Y | +16.0% | +9.9% | +6.1% | +5.1% |
| 3Y | +84.3% | +110.7% | -26.5% | +11.7% |
| 5Y | +30.9% | +86.9% | -56.1% | -16.8% |
| All | +65.7% | +86.3% | -20.5% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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