-0.7%
TLT vs KRE
+88.8%
-89.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -0.4% | +1.3% | -1.7% | -0.5% |
| 30D | -0.6% | -2.7% | +2.1% | -0.4% |
| 3M | -2.7% | +8.2% | -10.9% | -3.2% |
| 6M | -5.6% | +12.8% | -18.4% | -6.3% |
| YTD | -2.8% | +17.5% | -20.3% | -3.7% |
| 1Y | -1.4% | +16.6% | -18.0% | -2.3% |
| All | -0.7% | +88.8% | -89.5% | -9.6% |
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