+16.6%
KRE vs TJX
-4.4%
+21.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.3% | -2.2% | +3.6% | +2.1% |
| 30D | -2.7% | -17.1% | +14.5% | +3.7% |
| 3M | +8.2% | -16.5% | +24.7% | +14.5% |
| 6M | +12.8% | -17.8% | +30.6% | +19.8% |
| YTD | +17.5% | -13.2% | +30.7% | +21.7% |
| 1Y | +16.6% | -5.2% | +21.8% | +16.1% |
| All | +16.6% | -4.4% | +21.0% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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