+16.1%
KRE vs TEM
-25.7%
+41.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | -1.8% | -8.7% | +6.9% | -1.5% |
| 30D | -4.5% | +8.1% | -12.6% | -4.8% |
| 3M | +2.7% | +19.0% | -16.3% | +1.7% |
| 6M | +16.9% | +12.0% | +4.8% | +15.3% |
| YTD | +15.4% | -0.1% | +15.4% | +14.4% |
| 1Y | +16.1% | -33.5% | +49.6% | +16.0% |
| All | +16.1% | -25.7% | +41.8% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling