+150.8%
KRE vs IFF
+279.6%
-128.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -1.4% | -2.8% | +1.4% | +0.2% |
| 30D | -3.9% | -1.1% | -2.8% | -3.4% |
| 3M | +3.6% | +13.8% | -10.2% | -4.8% |
| 6M | +15.4% | +16.7% | -1.3% | +2.4% |
| YTD | +15.2% | +26.1% | -10.9% | -3.2% |
| 1Y | +16.5% | +33.5% | -17.0% | -6.1% |
| 3Y | +85.2% | +31.6% | +53.6% | +43.2% |
| 5Y | +33.1% | -34.9% | +68.0% | +50.6% |
| 10Y | +123.1% | -20.3% | +143.4% | +99.2% |
| All | +150.8% | +279.6% | -128.8% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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