+33.1%
KRE vs TE
-49.6%
+82.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.7% | +7.2% | +1.1% |
| 7D | -1.4% | +0.9% | -2.3% | -1.6% |
| 30D | -3.9% | -16.3% | +12.4% | -2.7% |
| 3M | +3.6% | -40.8% | +44.4% | +6.7% |
| 6M | +15.4% | -42.6% | +58.0% | +16.6% |
| YTD | +15.2% | -31.4% | +46.7% | +12.9% |
| 1Y | +16.5% | +144.9% | -128.5% | -4.6% |
| 3Y | +85.2% | -26.0% | +111.2% | +56.1% |
| 5Y | +33.1% | -48.5% | +81.6% | +11.6% |
| All | +33.1% | -49.6% | +82.7% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling