+30.9%
KRE vs TXT
+13.4%
+17.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -1.1% | +0.8% | -1.9% | -1.6% |
| 30D | -3.4% | -10.4% | +7.0% | +3.3% |
| 3M | +3.7% | -14.3% | +18.1% | +13.0% |
| 6M | +14.8% | -15.1% | +29.9% | +25.2% |
| YTD | +14.7% | -8.3% | +23.0% | +18.1% |
| 1Y | +16.0% | -0.7% | +16.7% | +13.0% |
| 3Y | +84.3% | +6.0% | +78.3% | +68.6% |
| 5Y | +30.9% | +12.5% | +18.3% | +13.6% |
| All | +30.9% | +13.4% | +17.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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