+149.6%
KRE vs TKO
+2,452.1%
-2,302.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.5% |
| 7D | -1.1% | +0.7% | -1.7% | -1.4% |
| 30D | -3.4% | +0.9% | -4.3% | -3.9% |
| 3M | +3.7% | -6.2% | +9.9% | +5.2% |
| 6M | +14.8% | -5.6% | +20.4% | +15.8% |
| YTD | +14.7% | -7.8% | +22.5% | +16.1% |
| 1Y | +16.0% | -1.2% | +17.2% | +14.6% |
| 3Y | +84.3% | +106.5% | -22.3% | +39.8% |
| 5Y | +30.9% | +310.4% | -279.5% | -22.9% |
| 10Y | +122.0% | +987.5% | -865.6% | -19.0% |
| All | +149.6% | +2,452.1% | -2,302.5% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling