+31.7%
KRE vs TEL
+56.5%
-24.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -1.8% |
| 7D | -1.8% | +1.6% | -3.4% | -2.7% |
| 30D | -4.5% | -0.7% | -3.8% | -4.5% |
| 3M | +2.7% | +2.4% | +0.3% | +0.4% |
| 6M | +16.9% | +4.1% | +12.7% | +11.3% |
| YTD | +15.4% | -5.8% | +21.2% | +15.3% |
| 1Y | +16.1% | +0.9% | +15.2% | +9.7% |
| 3Y | +85.7% | +72.6% | +13.1% | +18.4% |
| All | +31.7% | +56.5% | -24.8% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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