+16.1%
KRE vs TRGP
+82.5%
-66.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -4.5% | +8.0% | -12.5% | -5.2% |
| 3M | +2.7% | +8.3% | -5.5% | +1.8% |
| 6M | +16.9% | +23.9% | -7.1% | +12.3% |
| YTD | +15.4% | +59.6% | -44.3% | +3.0% |
| 1Y | +16.1% | +79.4% | -63.4% | -1.6% |
| All | +16.1% | +82.5% | -66.4% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling