+155.8%
KRE vs FTI
+726.3%
-570.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.3% | +5.3% | -4.0% | -0.6% |
| 30D | -2.7% | +15.3% | -18.0% | -7.7% |
| 3M | +8.2% | +15.8% | -7.6% | +1.8% |
| 6M | +12.8% | +22.6% | -9.8% | +3.3% |
| YTD | +17.5% | +79.5% | -62.1% | -6.6% |
| 1Y | +16.6% | +102.0% | -85.4% | -11.7% |
| 3Y | +79.5% | +315.8% | -236.4% | +0.2% |
| 5Y | +32.4% | +1,129.5% | -1,097.1% | -54.3% |
| 10Y | +124.1% | +320.9% | -196.8% | -3.8% |
| All | +155.8% | +726.3% | -570.5% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling