+16.2%
KRE vs TPR
+12.7%
+3.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.5% | -0.5% |
| 7D | +2.3% | -3.4% | +5.7% | +3.0% |
| 30D | -2.5% | -27.3% | +24.8% | +3.6% |
| 3M | +6.2% | -16.2% | +22.5% | +8.6% |
| 6M | +15.8% | -17.9% | +33.7% | +18.3% |
| YTD | +16.0% | -7.1% | +23.1% | +15.8% |
| 1Y | +16.2% | +13.6% | +2.6% | +11.5% |
| All | +16.2% | +12.7% | +3.5% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling