+33.1%
KRE vs TRGP
+627.0%
-593.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -1.4% | -0.6% | -0.9% | -1.2% |
| 30D | -3.9% | +10.0% | -13.9% | -7.6% |
| 3M | +3.6% | +7.6% | -4.0% | 0.0% |
| 6M | +15.4% | +26.8% | -11.4% | +3.4% |
| YTD | +15.2% | +60.6% | -45.3% | -7.0% |
| 1Y | +16.5% | +82.5% | -66.0% | -11.5% |
| 3Y | +85.2% | +265.0% | -179.9% | +0.9% |
| 5Y | +33.1% | +645.9% | -612.8% | -52.2% |
| All | +33.1% | +627.0% | -593.9% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling