+155.8%
KRE vs TXT
+98.6%
+57.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +1.3% | -4.8% | +6.1% | +3.7% |
| 30D | -2.7% | -10.6% | +7.9% | +2.6% |
| 3M | +8.2% | -13.2% | +21.4% | +14.9% |
| 6M | +12.8% | -20.3% | +33.2% | +24.5% |
| YTD | +17.5% | -9.3% | +26.8% | +21.5% |
| 1Y | +16.6% | -2.7% | +19.3% | +16.4% |
| 3Y | +79.5% | +1.4% | +78.1% | +75.1% |
| 5Y | +32.4% | +9.6% | +22.9% | +23.9% |
| 10Y | +124.1% | +94.9% | +29.2% | +57.2% |
| All | +155.8% | +98.6% | +57.2% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling