+56.1%
KRE vs TE
-52.9%
+108.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.1% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -4.5% | -5.9% | +1.4% | -4.2% |
| 3M | +2.7% | -45.6% | +48.3% | +6.6% |
| 6M | +16.9% | -43.4% | +60.2% | +18.3% |
| YTD | +15.4% | -31.0% | +46.3% | +13.0% |
| 1Y | +16.1% | +145.2% | -129.1% | -4.3% |
| 3Y | +85.7% | -24.1% | +109.8% | +55.5% |
| 5Y | +33.3% | -48.1% | +81.4% | +12.5% |
| All | +56.1% | -52.9% | +108.9% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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