+83.8%
KRE vs TPR
+364.3%
-280.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.7% | -0.3% | +1.0% | +0.9% |
| 30D | +6.1% | +15.1% | -9.0% | +0.1% |
| 3M | -5.9% | +3.5% | -9.4% | -7.7% |
| 6M | +9.6% | +0.4% | +9.1% | +7.1% |
| YTD | +14.2% | +4.6% | +9.6% | +8.6% |
| 1Y | +22.5% | +33.1% | -10.6% | +5.5% |
| 3Y | +90.4% | +396.0% | -305.6% | -10.2% |
| 5Y | +11.9% | +230.3% | -218.4% | -40.0% |
| All | +83.8% | +364.3% | -280.5% | -30.1% |
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