+22.6%
KRE vs TMF
-22.6%
+45.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | +6.4% | +16.3% | -9.9% | +4.1% |
| 3M | -3.1% | -2.7% | -0.4% | -3.0% |
| 6M | +6.4% | -13.2% | +19.5% | +8.0% |
| YTD | +15.3% | -16.7% | +32.0% | +16.1% |
| All | +22.6% | -22.6% | +45.2% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling