+121.9%
KRE vs TJX
+287.7%
-165.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -1.8% | -4.6% | +2.8% | +1.1% |
| 30D | -4.5% | -17.2% | +12.7% | +7.5% |
| 3M | +2.7% | -24.9% | +27.6% | +22.5% |
| 6M | +16.9% | -19.7% | +36.5% | +33.1% |
| YTD | +15.4% | -17.2% | +32.6% | +28.4% |
| 1Y | +16.1% | -9.4% | +25.5% | +21.7% |
| 3Y | +85.7% | +43.1% | +42.6% | +42.6% |
| 5Y | +33.3% | +96.7% | -63.4% | -19.2% |
| All | +121.9% | +287.7% | -165.8% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling