+4.0%
KRE vs FPS
+24.3%
-20.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.3% | -1.4% |
| 7D | +2.3% | +10.4% | -8.1% | +1.8% |
| 30D | -2.5% | -16.5% | +14.0% | -1.8% |
| 3M | +6.2% | -45.5% | +51.8% | +9.2% |
| 6M | +15.8% | +2.1% | +13.7% | +10.8% |
| All | +4.0% | +24.3% | -20.3% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 5y: compounded portfolio wealth divided by compounded FPS 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…
5y analysis · Full analysis span regression · 6 months rolling