+22.5%
KRE vs TT
-2.3%
+24.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +0.7% | +4.0% | -3.3% | +0.1% |
| 30D | +6.1% | -11.3% | +17.4% | +8.1% |
| 3M | -5.9% | -12.3% | +6.4% | -4.0% |
| 6M | +9.6% | -10.8% | +20.4% | +10.9% |
| YTD | +14.2% | +8.2% | +6.0% | +9.4% |
| 1Y | +22.5% | +1.5% | +21.0% | +20.7% |
| All | +22.5% | -2.3% | +24.8% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling