+122.0%
KRE vs TPR
+299.5%
-177.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | +0.1% |
| 7D | -1.1% | -7.3% | +6.2% | +1.9% |
| 30D | -3.4% | -30.7% | +27.3% | +10.4% |
| 3M | +3.7% | -21.6% | +25.3% | +12.4% |
| 6M | +14.8% | -21.3% | +36.1% | +23.2% |
| YTD | +14.7% | -10.2% | +24.8% | +16.2% |
| 1Y | +16.0% | +9.5% | +6.5% | +7.6% |
| 3Y | +84.3% | +280.8% | -196.5% | -3.2% |
| 5Y | +30.9% | +218.7% | -187.8% | -29.2% |
| 10Y | +122.0% | +306.7% | -184.7% | -14.0% |
| All | +122.0% | +299.5% | -177.5% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling