+1,757.1%
TSM vs KRE
+124.5%
+1,632.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | +2.6% | -1.4% | +4.1% | +3.1% |
| 30D | +1.4% | -3.9% | +5.3% | +2.8% |
| 3M | +5.0% | +3.6% | +1.3% | +3.4% |
| 6M | +24.0% | +15.4% | +8.6% | +17.4% |
| YTD | +41.6% | +15.2% | +26.4% | +33.8% |
| 1Y | +66.2% | +16.5% | +49.7% | +56.1% |
| 3Y | +398.2% | +85.2% | +313.1% | +287.5% |
| 5Y | +277.6% | +33.1% | +244.5% | +228.1% |
| All | +1,757.1% | +124.5% | +1,632.6% | +1,286.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling