+66.1%
T vs KRE
+92.3%
-26.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +2.0% | -1.6% | +3.6% | +2.1% |
| 30D | -1.0% | +4.9% | -5.9% | -1.5% |
| 3M | -8.1% | -4.5% | -3.6% | -7.8% |
| 6M | -8.3% | +7.7% | -15.9% | -8.8% |
| YTD | -6.1% | +14.5% | -20.6% | -7.3% |
| 1Y | -7.4% | +21.5% | -28.9% | -9.0% |
| All | +66.1% | +92.3% | -26.2% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling