+103.1%
KRE vs TMF
-83.0%
+186.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -0.4% | +0.6% | -1.0% | -0.3% |
| 30D | +6.4% | +16.3% | -9.9% | +9.3% |
| 3M | -3.1% | -2.7% | -0.4% | -3.5% |
| 6M | +6.4% | -13.2% | +19.5% | +3.8% |
| YTD | +15.3% | -16.7% | +32.0% | +11.9% |
| 1Y | +23.3% | -22.7% | +46.0% | +17.9% |
| 3Y | +93.6% | -26.1% | +119.7% | +88.7% |
| 5Y | +13.2% | -88.4% | +101.6% | -36.4% |
| 10Y | +103.1% | -81.8% | +184.9% | +62.0% |
| All | +103.1% | -83.0% | +186.1% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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