+150.8%
KRE vs TDG
+12,547.2%
-12,396.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -1.4% | -2.7% | +1.3% | 0.0% |
| 30D | -3.9% | -9.3% | +5.4% | +0.9% |
| 3M | +3.6% | -7.1% | +10.7% | +7.0% |
| 6M | +15.4% | -11.2% | +26.5% | +21.2% |
| YTD | +15.2% | -15.3% | +30.5% | +23.3% |
| 1Y | +16.5% | -12.5% | +28.9% | +22.1% |
| 3Y | +85.2% | +51.2% | +34.0% | +41.7% |
| 5Y | +33.1% | +126.1% | -93.0% | -19.2% |
| 10Y | +123.1% | +536.2% | -413.2% | -25.9% |
| All | +150.8% | +12,547.2% | -12,396.4% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling