+33.1%
KRE vs FTI
+1,109.5%
-1,076.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.3% |
| 7D | -1.4% | -5.6% | +4.2% | +0.1% |
| 30D | -3.9% | +0.4% | -4.3% | -4.1% |
| 3M | +3.6% | +8.1% | -4.5% | +0.9% |
| 6M | +15.4% | +16.7% | -1.3% | +9.4% |
| YTD | +15.2% | +70.0% | -54.8% | -1.9% |
| 1Y | +16.5% | +85.4% | -69.0% | -3.6% |
| 3Y | +85.2% | +265.9% | -180.8% | +23.5% |
| 5Y | +33.1% | +1,072.7% | -1,039.6% | -38.3% |
| All | +33.1% | +1,109.5% | -1,076.4% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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