+121.9%
KRE vs TECK
+377.7%
-255.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -1.8% | -3.8% | +2.0% | -0.9% |
| 30D | -4.5% | +0.7% | -5.2% | -4.9% |
| 3M | +2.7% | +4.6% | -1.9% | +0.5% |
| 6M | +16.9% | +25.1% | -8.3% | +7.6% |
| YTD | +15.4% | +39.2% | -23.8% | +2.3% |
| 1Y | +16.1% | +60.3% | -44.3% | -1.8% |
| 3Y | +85.7% | +62.9% | +22.8% | +50.8% |
| 5Y | +33.3% | +181.5% | -148.2% | -13.4% |
| All | +121.9% | +377.7% | -255.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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