+90.5%
KRE vs TMF
-41.6%
+132.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | +1.3% | -1.4% | +2.7% | +1.4% |
| 30D | -2.7% | -2.8% | +0.2% | -2.5% |
| 3M | +8.2% | -10.9% | +19.1% | +9.1% |
| 6M | +12.8% | -21.3% | +34.1% | +14.7% |
| YTD | +17.5% | -15.9% | +33.4% | +18.8% |
| 1Y | +16.6% | -15.7% | +32.3% | +17.6% |
| All | +90.5% | -41.6% | +132.2% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling