+165.3%
KRE vs USFR
+27.6%
+137.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.3% | +0.1% | +2.3% | +2.3% |
| 30D | -2.5% | +0.3% | -2.8% | -2.6% |
| 3M | +6.2% | +1.0% | +5.3% | +5.7% |
| 6M | +15.8% | +1.9% | +13.9% | +14.7% |
| YTD | +16.0% | +2.7% | +13.3% | +14.5% |
| 1Y | +16.2% | +4.0% | +12.1% | +13.9% |
| 3Y | +86.4% | +14.0% | +72.4% | +74.6% |
| 5Y | +33.0% | +20.4% | +12.5% | +20.6% |
| 10Y | +123.0% | +28.1% | +94.9% | +96.6% |
| All | +165.3% | +27.6% | +137.7% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded USFR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling