+70.3%
T vs KRE
+124.8%
-54.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +1.5% | -1.8% | +3.3% | +2.0% |
| 30D | +7.5% | -4.5% | +12.0% | +8.9% |
| 3M | +14.8% | +2.7% | +12.1% | +13.8% |
| 6M | -1.7% | +16.9% | -18.6% | -6.4% |
| YTD | +8.7% | +15.4% | -6.7% | +3.6% |
| 1Y | -7.5% | +16.1% | -23.5% | -12.2% |
| 3Y | +110.2% | +85.7% | +24.5% | +65.1% |
| 5Y | +71.6% | +33.3% | +38.4% | +47.7% |
| All | +70.3% | +124.8% | -54.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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