+121.9%
KRE vs TTMI
+1,127.6%
-1,005.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.2% | -0.8% |
| 7D | -1.8% | +0.7% | -2.5% | -2.1% |
| 30D | -4.5% | -8.4% | +3.9% | -2.8% |
| 3M | +2.7% | -32.5% | +35.2% | +11.2% |
| 6M | +16.9% | +32.5% | -15.6% | -0.6% |
| YTD | +15.4% | +83.2% | -67.9% | -14.3% |
| 1Y | +16.1% | +161.7% | -145.6% | -26.5% |
| 3Y | +85.7% | +890.1% | -804.4% | -32.4% |
| 5Y | +33.3% | +832.4% | -799.2% | -52.9% |
| All | +121.9% | +1,127.6% | -1,005.7% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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