+67.5%
KRE vs TXG
+21.5%
+46.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.7% | -6.0% | -1.9% |
| 7D | +2.3% | +9.4% | -7.0% | +1.1% |
| 30D | -2.5% | +26.1% | -28.6% | -5.9% |
| 3M | +6.2% | +124.8% | -118.6% | -6.4% |
| 6M | +15.8% | +215.2% | -199.4% | -3.7% |
| YTD | +16.0% | +302.2% | -286.2% | -7.5% |
| 1Y | +16.2% | +370.9% | -354.8% | -10.7% |
| 3Y | +86.4% | +38.5% | +47.9% | +62.3% |
| 5Y | +33.0% | -64.4% | +97.3% | +26.6% |
| All | +67.5% | +21.5% | +46.0% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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