+151.0%
KRE vs TT
+2,184.5%
-2,033.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -2.9% | -1.0% |
| 7D | -0.4% | +1.7% | -2.1% | -1.5% |
| 30D | +6.4% | -11.8% | +18.3% | +13.7% |
| 3M | -3.1% | -12.6% | +9.5% | +3.9% |
| 6M | +6.4% | -9.4% | +15.7% | +10.4% |
| YTD | +15.3% | +8.8% | +6.5% | +6.2% |
| 1Y | +23.3% | -2.5% | +25.8% | +20.9% |
| 3Y | +93.6% | +95.7% | -2.0% | +20.4% |
| 5Y | +13.2% | +135.7% | -122.5% | -39.0% |
| 10Y | +103.1% | +750.6% | -647.5% | -50.2% |
| All | +151.0% | +2,184.5% | -2,033.5% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling