+94.0%
KRE vs TT
+744.7%
-650.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.3% | +0.8% | -0.5% | -0.3% |
| 30D | +5.9% | -11.8% | +17.7% | +13.0% |
| 3M | -3.3% | -11.6% | +8.2% | +2.8% |
| 6M | +5.8% | -9.3% | +15.2% | +9.6% |
| YTD | +14.7% | +8.9% | +5.9% | +5.3% |
| 1Y | +22.0% | -2.2% | +24.3% | +19.3% |
| 3Y | +91.6% | +91.9% | -0.3% | +16.4% |
| 5Y | +13.0% | +136.0% | -123.0% | -42.4% |
| 10Y | +94.0% | +734.7% | -640.7% | -55.9% |
| All | +94.0% | +744.7% | -650.7% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling