+16.6%
KRE vs TGT
+84.5%
-67.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | +1.3% | +0.8% | +0.5% | +1.1% |
| 30D | -2.7% | +12.2% | -14.9% | -5.1% |
| 3M | +8.2% | +33.8% | -25.6% | +1.2% |
| 6M | +12.8% | +39.3% | -26.5% | +4.0% |
| YTD | +17.5% | +72.9% | -55.4% | +1.0% |
| 1Y | +16.6% | +84.6% | -68.0% | -4.7% |
| All | +16.6% | +84.5% | -67.9% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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