+149.6%
KRE vs TRI
+332.5%
-182.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.2% |
| 7D | -1.1% | -8.4% | +7.3% | +3.3% |
| 30D | -3.4% | -6.5% | +3.1% | -0.8% |
| 3M | +3.7% | +18.6% | -14.9% | -8.6% |
| 6M | +14.8% | -10.4% | +25.2% | +15.5% |
| YTD | +14.7% | -23.7% | +38.4% | +23.7% |
| 1Y | +16.0% | -42.5% | +58.5% | +48.4% |
| 3Y | +84.3% | -19.3% | +103.5% | +81.8% |
| 5Y | +30.9% | -9.7% | +40.5% | +16.9% |
| 10Y | +122.0% | +194.4% | -72.5% | -17.7% |
| All | +149.6% | +332.5% | -182.9% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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