+152.5%
KRE vs TGT
+449.6%
-297.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.8% |
| 7D | +2.3% | -0.6% | +3.0% | +2.6% |
| 30D | -2.5% | +9.5% | -12.0% | -6.8% |
| 3M | +6.2% | +32.3% | -26.0% | -7.5% |
| 6M | +15.8% | +37.0% | -21.2% | -1.4% |
| YTD | +16.0% | +71.0% | -55.0% | -11.5% |
| 1Y | +16.2% | +85.0% | -68.9% | -15.0% |
| 3Y | +86.4% | +46.8% | +39.6% | +43.0% |
| 5Y | +33.0% | -22.7% | +55.7% | +32.8% |
| 10Y | +123.0% | +216.3% | -93.3% | -8.0% |
| All | +152.5% | +449.6% | -297.1% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling