+33.0%
KRE vs TAP
0.0%
+33.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | +0.1% |
| 7D | +2.3% | -2.3% | +4.6% | +3.1% |
| 30D | -2.5% | -9.4% | +6.9% | +0.7% |
| 3M | +6.2% | -0.8% | +7.0% | +6.1% |
| 6M | +15.8% | -14.7% | +30.6% | +21.6% |
| YTD | +16.0% | -13.9% | +29.9% | +20.6% |
| 1Y | +16.2% | -18.6% | +34.8% | +23.0% |
| 3Y | +86.4% | -32.0% | +118.4% | +107.7% |
| 5Y | +33.0% | -1.0% | +33.9% | +16.7% |
| All | +33.0% | 0.0% | +33.0% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling