+121.9%
KRE vs TRGP
+863.3%
-741.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -4.5% | +8.0% | -12.5% | -7.1% |
| 3M | +2.7% | +8.3% | -5.5% | -0.6% |
| 6M | +16.9% | +23.9% | -7.1% | +7.6% |
| YTD | +15.4% | +59.6% | -44.3% | -2.8% |
| 1Y | +16.1% | +79.4% | -63.4% | -6.3% |
| 3Y | +85.7% | +269.4% | -183.7% | +16.1% |
| 5Y | +33.3% | +641.6% | -608.4% | -34.5% |
| All | +121.9% | +863.3% | -741.3% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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