+10.9%
KRE vs TMF
-88.0%
+98.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +0.3% | +1.2% | -0.9% | +0.3% |
| 30D | +4.8% | +19.7% | -14.9% | +4.7% |
| 3M | -5.1% | -2.1% | -3.0% | -5.1% |
| 6M | +3.3% | -13.4% | +16.7% | +3.3% |
| YTD | +13.3% | -16.7% | +30.1% | +13.3% |
| 1Y | +22.9% | -23.3% | +46.2% | +22.7% |
| 3Y | +82.1% | -24.8% | +106.9% | +82.5% |
| All | +10.9% | -88.0% | +98.9% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling