+33.1%
KRE vs TCOM
+21.5%
+11.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.6% |
| 7D | -1.4% | -6.5% | +5.1% | -0.7% |
| 30D | -3.9% | -16.2% | +12.3% | -2.1% |
| 3M | +3.6% | -19.3% | +23.0% | +5.8% |
| 6M | +15.4% | -27.2% | +42.6% | +19.2% |
| YTD | +15.2% | -46.2% | +61.4% | +22.7% |
| 1Y | +16.5% | -46.6% | +63.1% | +24.1% |
| 3Y | +85.2% | +8.4% | +76.8% | +75.6% |
| 5Y | +33.1% | +25.8% | +7.3% | +23.8% |
| All | +33.1% | +21.5% | +11.6% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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