+149.6%
KRE vs TRV
+1,224.0%
-1,074.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -1.1% | +0.2% | -1.2% | -1.2% |
| 30D | -3.4% | -2.3% | -1.1% | -1.8% |
| 3M | +3.7% | +22.7% | -19.0% | -12.0% |
| 6M | +14.8% | +21.9% | -7.2% | -2.4% |
| YTD | +14.7% | +27.5% | -12.8% | -5.9% |
| 1Y | +16.0% | +36.2% | -20.2% | -9.6% |
| 3Y | +84.3% | +140.6% | -56.3% | -10.3% |
| 5Y | +30.9% | +154.5% | -123.7% | -39.7% |
| 10Y | +122.0% | +295.4% | -173.5% | -28.4% |
| All | +149.6% | +1,224.0% | -1,074.4% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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