+31.7%
KRE vs TDG
+126.1%
-94.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | -1.8% | -1.9% | 0.0% | -1.0% |
| 30D | -4.5% | -7.7% | +3.2% | -1.1% |
| 3M | +2.7% | -9.3% | +12.1% | +6.8% |
| 6M | +16.9% | -9.4% | +26.2% | +20.9% |
| YTD | +15.4% | -14.3% | +29.6% | +21.7% |
| 1Y | +16.1% | -11.8% | +27.9% | +20.5% |
| 3Y | +85.7% | +52.0% | +33.8% | +39.4% |
| All | +31.7% | +126.1% | -94.4% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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