+128.3%
KRE vs FTAI
+2,432.1%
-2,303.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.8% | +4.7% | +0.2% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -3.4% | -13.6% | +10.3% | -0.5% |
| 3M | +3.7% | -20.6% | +24.3% | +7.8% |
| 6M | +14.8% | -32.6% | +47.3% | +21.9% |
| YTD | +14.7% | -5.4% | +20.0% | +11.5% |
| 1Y | +16.0% | +12.9% | +3.1% | +7.0% |
| 3Y | +84.3% | +428.1% | -343.9% | -4.5% |
| 5Y | +30.9% | +863.0% | -832.1% | -45.9% |
| 10Y | +122.0% | +3,092.6% | -2,970.6% | -34.4% |
| All | +128.3% | +2,432.1% | -2,303.8% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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