+336.9%
KRE vs TRGP
+2,265.4%
-1,928.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.7% |
| 7D | +2.3% | -0.6% | +2.9% | +2.5% |
| 30D | -2.5% | +14.6% | -17.1% | -6.4% |
| 3M | +6.2% | +11.9% | -5.7% | +2.3% |
| 6M | +15.8% | +25.3% | -9.5% | +7.5% |
| YTD | +16.0% | +61.9% | -45.9% | -0.2% |
| 1Y | +16.2% | +87.3% | -71.1% | -4.5% |
| 3Y | +86.4% | +268.0% | -181.6% | +25.1% |
| 5Y | +33.0% | +638.2% | -605.3% | -27.2% |
| 10Y | +123.0% | +821.9% | -698.9% | -2.6% |
| All | +336.9% | +2,265.4% | -1,928.5% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling