+22.5%
KRE vs TFC
+15.7%
+6.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.6% |
| 7D | +0.7% | +2.3% | -1.5% | -0.9% |
| 30D | +6.1% | +10.8% | -4.7% | -1.6% |
| 3M | -5.9% | -3.8% | -2.1% | -3.4% |
| 6M | +9.6% | +9.6% | 0.0% | +1.0% |
| YTD | +14.2% | +5.8% | +8.4% | +5.8% |
| 1Y | +22.5% | +16.2% | +6.3% | +0.3% |
| All | +22.5% | +15.7% | +6.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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