+9,095.1%
TSM vs KRE
+154.6%
+8,940.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.6% |
| 7D | +2.7% | +1.3% | +1.4% | +2.1% |
| 30D | +3.6% | -2.7% | +6.3% | +4.8% |
| 3M | -3.4% | +8.2% | -11.6% | -7.0% |
| 6M | +20.6% | +12.8% | +7.8% | +14.0% |
| YTD | +41.9% | +17.5% | +24.4% | +31.3% |
| 1Y | +84.4% | +16.6% | +67.8% | +70.6% |
| 3Y | +380.2% | +79.5% | +300.8% | +256.0% |
| 5Y | +275.3% | +32.4% | +242.9% | +212.0% |
| 10Y | +1,751.4% | +124.1% | +1,627.2% | +980.6% |
| All | +9,095.1% | +154.6% | +8,940.5% | +4,742.0% |
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