+155.8%
KRE vs TT
+2,333.0%
-2,177.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | -2.7% | -7.4% | +4.7% | +1.7% |
| 3M | +8.2% | -3.2% | +11.4% | +9.2% |
| 6M | +12.8% | +1.1% | +11.7% | +10.2% |
| YTD | +17.5% | +15.6% | +1.9% | +5.4% |
| 1Y | +16.6% | +9.2% | +7.4% | +7.7% |
| 3Y | +79.5% | +124.4% | -44.9% | +2.8% |
| 5Y | +32.4% | +138.0% | -105.6% | -28.5% |
| 10Y | +124.1% | +886.4% | -762.2% | -49.4% |
| All | +155.8% | +2,333.0% | -2,177.2% | -72.4% |
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