-19.8%
TLT vs KRE
+119.6%
-139.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.7% |
| 7D | -0.3% | -1.1% | +0.8% | -0.4% |
| 30D | 0.0% | -3.4% | +3.4% | -0.4% |
| 3M | -2.9% | +3.7% | -6.6% | -2.4% |
| 6M | -6.3% | +14.8% | -21.0% | -4.6% |
| YTD | -3.3% | +14.7% | -18.0% | -1.6% |
| 1Y | -4.2% | +16.0% | -20.2% | -2.2% |
| 3Y | -1.7% | +84.3% | -85.9% | +8.2% |
| 5Y | -34.9% | +30.9% | -65.7% | -31.4% |
| 10Y | -19.8% | +122.0% | -141.8% | +2.9% |
| All | -19.8% | +119.6% | -139.4% | +2.9% |
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 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