+83.3%
KRE vs TAP
-47.7%
+130.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +0.3% | -6.3% | +6.6% | +3.3% |
| 30D | +5.0% | +2.7% | +2.3% | +3.3% |
| 3M | -5.7% | -3.7% | -2.0% | -4.7% |
| 6M | +7.5% | -2.0% | +9.5% | +7.2% |
| YTD | +13.8% | -12.3% | +26.2% | +18.5% |
| 1Y | +20.7% | -10.1% | +30.7% | +23.8% |
| 3Y | +90.1% | -25.3% | +115.4% | +108.4% |
| 5Y | +11.5% | -1.9% | +13.5% | +1.6% |
| All | +83.3% | -47.7% | +130.9% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling