+86.4%
KRE vs TLN
+494.5%
-408.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.0% | -1.6% |
| 7D | +2.3% | +10.9% | -8.6% | +1.2% |
| 30D | -2.5% | -6.3% | +3.8% | -1.9% |
| 3M | +6.2% | -10.7% | +16.9% | +6.9% |
| 6M | +15.8% | +1.6% | +14.2% | +14.2% |
| YTD | +16.0% | -13.1% | +29.1% | +16.2% |
| 1Y | +16.2% | -15.1% | +31.2% | +16.3% |
| 3Y | +86.4% | +495.0% | -408.6% | +43.6% |
| All | +86.4% | +494.5% | -408.1% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling