+285.0%
TSM vs KRE
+31.8%
+253.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.4% |
| 7D | +4.8% | -1.1% | +5.8% | +5.2% |
| 30D | +4.0% | -3.4% | +7.4% | +5.4% |
| 3M | +2.0% | +3.7% | -1.7% | +0.2% |
| 6M | +25.5% | +14.8% | +10.7% | +18.4% |
| YTD | +44.0% | +14.7% | +29.3% | +35.5% |
| 1Y | +75.4% | +16.0% | +59.4% | +63.9% |
| 3Y | +406.7% | +84.3% | +322.5% | +279.6% |
| 5Y | +285.0% | +30.9% | +254.1% | +256.7% |
| All | +285.0% | +31.8% | +253.2% | +256.7% |
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 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