+146.7%
KRE vs TPR
+617.3%
-470.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.3% |
| 7D | +0.3% | +14.2% | -13.9% | -5.4% |
| 30D | +4.8% | +17.1% | -12.3% | -2.3% |
| 3M | -5.1% | -17.7% | +12.6% | +1.4% |
| 6M | +3.3% | -10.2% | +13.5% | +5.2% |
| YTD | +13.3% | +4.9% | +8.4% | +7.2% |
| 1Y | +22.9% | +36.1% | -13.3% | +3.6% |
| 3Y | +82.1% | +416.5% | -334.4% | -19.0% |
| 5Y | +11.0% | +254.8% | -243.8% | -44.5% |
| 10Y | +115.7% | +391.7% | -276.0% | -21.6% |
| All | +146.7% | +617.3% | -470.5% | -44.1% |
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 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