+20.7%
KRE vs TMF
-29.9%
+50.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.1% |
| 7D | +0.3% | -8.2% | +8.5% | +1.6% |
| 30D | +5.0% | +5.3% | -0.3% | +4.3% |
| 3M | -5.7% | -8.5% | +2.7% | -4.7% |
| 6M | +7.5% | -17.2% | +24.7% | +10.1% |
| YTD | +13.8% | -23.4% | +37.3% | +16.1% |
| 1Y | +20.7% | -30.2% | +50.9% | +24.9% |
| All | +20.7% | -29.9% | +50.5% | +24.9% |
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