+8,616.3%
TSM vs KRE
+146.7%
+8,469.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | +14.8% | +0.3% | +14.5% | +14.7% |
| 30D | -8.9% | +5.0% | -13.9% | -10.9% |
| 3M | -5.3% | -5.7% | +0.5% | -2.9% |
| 6M | +2.6% | +7.5% | -4.9% | -1.1% |
| YTD | +34.5% | +13.8% | +20.6% | +26.0% |
| 1Y | +41.0% | +20.7% | +20.3% | +28.6% |
| 3Y | +333.1% | +90.1% | +243.0% | +213.0% |
| 5Y | +270.1% | +11.5% | +258.6% | +232.7% |
| 10Y | +1,608.7% | +88.2% | +1,520.4% | +989.2% |
| All | +8,616.3% | +146.7% | +8,469.6% | +4,547.4% |
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