+158.8%
KRE vs FTV
+89.3%
+69.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.8% |
| 7D | +2.3% | -0.4% | +2.7% | +2.6% |
| 30D | -2.5% | -8.3% | +5.8% | +3.4% |
| 3M | +6.2% | -7.4% | +13.6% | +11.1% |
| 6M | +15.8% | -1.2% | +17.0% | +15.3% |
| YTD | +16.0% | +2.7% | +13.3% | +11.2% |
| 1Y | +16.2% | +18.4% | -2.3% | +0.1% |
| 3Y | +86.4% | -2.0% | +88.5% | +81.1% |
| 5Y | +33.0% | +3.4% | +29.5% | +22.0% |
| 10Y | +123.0% | +78.5% | +44.5% | +50.2% |
| All | +158.8% | +89.3% | +69.4% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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