+25.4%
TMO vs KRE
+27.2%
-1.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.6% |
| 7D | +0.3% | +2.8% | -2.5% | -0.6% |
| 30D | +4.3% | +5.3% | -1.0% | +2.5% |
| 3M | +25.1% | -4.2% | +29.4% | +27.2% |
| 6M | +52.9% | +8.7% | +44.2% | +47.2% |
| YTD | +22.2% | +16.4% | +5.8% | +11.5% |
| 1Y | +25.4% | +26.9% | -1.5% | +8.3% |
| All | +25.4% | +27.2% | -1.8% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling