+68.3%
KRE vs TEM
+79.0%
-10.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.7% | +6.0% | +0.8% |
| 7D | +0.7% | -5.9% | +6.6% | +1.2% |
| 30D | +6.1% | +4.8% | +1.3% | +5.4% |
| 3M | -5.9% | +31.9% | -37.8% | -9.5% |
| 6M | +9.6% | +56.0% | -46.4% | +2.8% |
| YTD | +14.2% | +21.3% | -7.1% | +9.2% |
| 1Y | +22.5% | +5.4% | +17.1% | +18.8% |
| All | +68.3% | +79.0% | -10.7% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling