+148.6%
KRE vs TFC
+162.2%
-13.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.6% |
| 7D | +0.7% | +2.3% | -1.5% | -1.0% |
| 30D | +6.1% | +10.8% | -4.7% | -1.9% |
| 3M | -5.9% | -3.8% | -2.1% | -3.3% |
| 6M | +9.6% | +9.6% | 0.0% | +1.6% |
| YTD | +14.2% | +5.8% | +8.4% | +8.6% |
| 1Y | +22.5% | +16.2% | +6.3% | +8.5% |
| 3Y | +90.4% | +96.0% | -5.6% | +13.9% |
| 5Y | +11.9% | +1.7% | +10.2% | +7.0% |
| 10Y | +88.8% | +79.9% | +8.9% | +18.3% |
| All | +148.6% | +162.2% | -13.6% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling