+33.1%
KRE vs TTMI
+798.2%
-765.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | -1.4% | +6.0% | -7.4% | -2.6% |
| 30D | -3.9% | -6.4% | +2.5% | -3.1% |
| 3M | +3.6% | -28.9% | +32.6% | +8.7% |
| 6M | +15.4% | +26.9% | -11.5% | +2.7% |
| YTD | +15.2% | +77.3% | -62.1% | -8.3% |
| 1Y | +16.5% | +147.5% | -131.0% | -18.8% |
| 3Y | +85.2% | +847.6% | -762.5% | -21.8% |
| 5Y | +33.1% | +802.2% | -769.1% | -44.7% |
| All | +33.1% | +798.2% | -765.1% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling