+155.8%
KRE vs TPR
+559.7%
-403.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.3% | -2.3% | +3.6% | +2.3% |
| 30D | -2.7% | -23.0% | +20.3% | +7.4% |
| 3M | +8.2% | -12.5% | +20.7% | +12.6% |
| 6M | +12.8% | -21.4% | +34.2% | +21.9% |
| YTD | +17.5% | -3.5% | +21.0% | +15.8% |
| 1Y | +16.6% | +17.4% | -0.8% | +4.6% |
| 3Y | +79.5% | +291.3% | -211.8% | -9.4% |
| 5Y | +32.4% | +241.9% | -209.5% | -32.7% |
| 10Y | +124.1% | +322.7% | -198.5% | -12.6% |
| All | +155.8% | +559.7% | -403.9% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling