+7.3%
KRE vs TPG
+74.1%
-66.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.6% |
| 7D | -1.8% | -9.4% | +7.6% | +2.3% |
| 30D | -4.5% | -5.3% | +0.8% | -2.8% |
| 3M | +2.7% | +12.9% | -10.2% | -3.6% |
| 6M | +16.9% | +20.1% | -3.2% | +5.7% |
| YTD | +15.4% | -22.5% | +37.9% | +26.3% |
| 1Y | +16.1% | -19.7% | +35.8% | +24.3% |
| 3Y | +85.7% | +81.2% | +4.5% | +33.5% |
| All | +7.3% | +74.1% | -66.8% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 all: compounded portfolio wealth divided by compounded TPG 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…
all analysis · Full analysis span regression · 6 months rolling