+122.0%
KRE vs TAP
-51.4%
+173.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.7% |
| 7D | -1.1% | -5.1% | +4.0% | +1.3% |
| 30D | -3.4% | -8.4% | +5.1% | +0.4% |
| 3M | +3.7% | -3.9% | +7.6% | +5.0% |
| 6M | +14.8% | -14.4% | +29.1% | +22.2% |
| YTD | +14.7% | -14.7% | +29.4% | +21.4% |
| 1Y | +16.0% | -18.7% | +34.7% | +25.1% |
| 3Y | +84.3% | -32.6% | +116.9% | +113.1% |
| 5Y | +30.9% | -1.4% | +32.3% | +19.4% |
| 10Y | +122.0% | -50.4% | +172.4% | +97.0% |
| All | +122.0% | -51.4% | +173.3% | +97.0% |
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