+26.9%
KRE vs TRU
+2.1%
+24.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.8% | +0.8% |
| 7D | +2.8% | +10.5% | -7.7% | +0.9% |
| 30D | +5.3% | +28.7% | -23.4% | +0.3% |
| 3M | -4.2% | +0.7% | -4.9% | -4.8% |
| 6M | +8.7% | +19.3% | -10.6% | +4.0% |
| YTD | +16.4% | -3.7% | +20.1% | +16.6% |
| 1Y | +26.9% | +3.4% | +23.5% | +21.4% |
| All | +26.9% | +2.1% | +24.8% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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