+16.1%
KRE vs TE
+149.2%
-133.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.1% |
| 7D | -1.8% | +0.2% | -2.0% | -1.8% |
| 30D | -4.5% | -5.9% | +1.4% | -4.4% |
| 3M | +2.7% | -45.6% | +48.3% | +3.5% |
| 6M | +16.9% | -43.4% | +60.2% | +17.3% |
| YTD | +15.4% | -31.0% | +46.3% | +15.0% |
| 1Y | +16.1% | +145.2% | -129.1% | +13.9% |
| All | +16.1% | +149.2% | -133.1% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling