-33.7%
TLT vs KRE
+32.0%
-65.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | +0.4% | +2.3% | -1.9% | +0.4% |
| 30D | -0.3% | -2.5% | +2.2% | -0.3% |
| 3M | -1.7% | +6.2% | -8.0% | -1.7% |
| 6M | -4.9% | +15.8% | -20.7% | -4.8% |
| YTD | -2.8% | +16.0% | -18.8% | -2.7% |
| 1Y | -4.2% | +16.2% | -20.4% | -4.1% |
| 3Y | -1.1% | +86.4% | -87.5% | +0.1% |
| 5Y | -33.7% | +33.0% | -66.7% | -34.0% |
| All | -33.7% | +32.0% | -65.7% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling