+31.7%
KRE vs TKO
+291.2%
-259.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -1.8% | +2.3% | -4.1% | -2.4% |
| 30D | -4.5% | -2.5% | -2.0% | -4.1% |
| 3M | +2.7% | -10.6% | +13.3% | +5.0% |
| 6M | +16.9% | -5.1% | +21.9% | +17.5% |
| YTD | +15.4% | -8.2% | +23.6% | +16.6% |
| 1Y | +16.1% | -4.4% | +20.5% | +16.0% |
| 3Y | +85.7% | +100.4% | -14.6% | +55.5% |
| All | +31.7% | +291.2% | -259.5% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 5y: compounded portfolio wealth divided by compounded TKO 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…
5y analysis · Full analysis span regression · 6 months rolling