+112.7%
KRE vs TRU
+226.0%
-113.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -1.1% | -6.5% | +5.4% | +1.7% |
| 30D | -3.4% | -2.5% | -0.9% | -2.7% |
| 3M | +3.7% | +10.4% | -6.7% | -1.8% |
| 6M | +14.8% | +1.6% | +13.1% | +11.8% |
| YTD | +14.7% | -9.7% | +24.4% | +16.3% |
| 1Y | +16.0% | -17.3% | +33.3% | +21.6% |
| 3Y | +84.3% | -1.8% | +86.1% | +69.3% |
| 5Y | +30.9% | -36.2% | +67.1% | +44.7% |
| 10Y | +122.0% | +143.2% | -21.3% | +44.2% |
| All | +112.7% | +226.0% | -113.3% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling