+152.5%
KRE vs TECK
+249.5%
-97.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.4% | -2.3% |
| 7D | +2.3% | +7.8% | -5.4% | +0.4% |
| 30D | -2.5% | +8.3% | -10.8% | -4.5% |
| 3M | +6.2% | +16.1% | -9.8% | +1.6% |
| 6M | +15.8% | +42.9% | -27.0% | +4.4% |
| YTD | +16.0% | +50.8% | -34.8% | +2.6% |
| 1Y | +16.2% | +106.1% | -89.9% | -5.7% |
| 3Y | +86.4% | +84.0% | +2.4% | +51.7% |
| 5Y | +33.0% | +223.5% | -190.5% | -10.2% |
| 10Y | +123.0% | +378.1% | -255.1% | +22.2% |
| All | +152.5% | +249.5% | -97.0% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling