+19.6%
TMO vs KRE
+84.3%
-64.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.6% | -1.8% | +1.2% | 0.0% |
| 30D | +1.1% | -4.5% | +5.6% | +2.8% |
| 3M | +28.3% | +2.7% | +25.6% | +26.9% |
| 6M | +23.3% | +16.9% | +6.4% | +16.3% |
| YTD | +5.5% | +15.4% | -9.9% | -0.4% |
| 1Y | +24.5% | +16.1% | +8.5% | +17.1% |
| 3Y | +19.6% | +85.7% | -66.2% | -7.3% |
| All | +19.6% | +84.3% | -64.7% | -7.3% |
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 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