+33.0%
KRE vs TT
+146.0%
-113.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +2.3% | +1.6% | +0.8% | +1.7% |
| 30D | -2.5% | -7.3% | +4.8% | +0.6% |
| 3M | +6.2% | -2.6% | +8.8% | +6.6% |
| 6M | +15.8% | +5.9% | +9.9% | +11.5% |
| YTD | +16.0% | +15.4% | +0.6% | +7.0% |
| 1Y | +16.2% | +8.2% | +7.9% | +10.0% |
| 3Y | +86.4% | +122.7% | -36.2% | +19.5% |
| 5Y | +33.0% | +145.0% | -112.0% | -24.6% |
| All | +33.0% | +146.0% | -113.0% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling