+56.9%
KRE vs TE
-48.3%
+105.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.0% | -11.3% | -2.1% |
| 7D | +2.3% | +18.2% | -15.9% | +0.8% |
| 30D | -2.5% | -13.5% | +11.0% | -1.6% |
| 3M | +6.2% | -44.6% | +50.8% | +10.1% |
| 6M | +15.8% | -24.7% | +40.5% | +14.1% |
| YTD | +16.0% | -24.3% | +40.3% | +12.8% |
| 1Y | +16.2% | +155.6% | -139.4% | -4.4% |
| 3Y | +86.4% | -18.3% | +104.7% | +55.3% |
| 5Y | +33.0% | -41.3% | +74.3% | +11.2% |
| All | +56.9% | -48.3% | +105.2% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling