+82.3%
TLT vs KRE
+147.5%
-65.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -3.1% | +0.7% | -3.8% | -3.0% |
| 30D | +1.0% | +6.1% | -5.1% | +1.9% |
| 3M | -2.7% | -5.9% | +3.2% | -3.6% |
| 6M | -4.1% | +9.6% | -13.7% | -2.8% |
| YTD | -5.4% | +14.2% | -19.5% | -3.3% |
| 1Y | -7.0% | +22.5% | -29.5% | -4.0% |
| 3Y | +2.8% | +90.4% | -87.5% | +15.1% |
| 5Y | -35.4% | +11.9% | -47.2% | -33.0% |
| 10Y | -13.1% | +88.8% | -101.9% | +5.2% |
| All | +82.3% | +147.5% | -65.2% | +157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling