+91.0%
KRE vs TLN
+589.3%
-498.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | -1.1% | +5.8% | -6.9% | -1.7% |
| 30D | -3.4% | -6.9% | +3.5% | -2.8% |
| 3M | +3.7% | -10.9% | +14.6% | +4.3% |
| 6M | +14.8% | -4.6% | +19.4% | +14.1% |
| YTD | +14.7% | -14.7% | +29.4% | +15.1% |
| 1Y | +16.0% | -17.9% | +33.9% | +16.6% |
| 3Y | +84.3% | +483.9% | -399.6% | +45.9% |
| All | +91.0% | +589.3% | -498.3% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling