+145.0%
KRE vs FWONK
+276.9%
-131.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -4.5% | -7.7% | +3.2% | -1.7% |
| 3M | +2.7% | +5.7% | -3.0% | +0.2% |
| 6M | +16.9% | +13.5% | +3.4% | +10.6% |
| YTD | +15.4% | -3.0% | +18.3% | +15.4% |
| 1Y | +16.1% | -6.4% | +22.5% | +17.5% |
| 3Y | +85.7% | +43.8% | +41.9% | +56.4% |
| 5Y | +33.3% | +98.6% | -65.3% | -3.4% |
| 10Y | +123.3% | +340.0% | -216.7% | +19.7% |
| All | +145.0% | +276.9% | -131.9% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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