+1,331.9%
TXN vs KRE
+148.5%
+1,183.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | +2.7% | -1.1% | +3.7% | +3.1% |
| 30D | -6.7% | -3.4% | -3.3% | -5.3% |
| 3M | -8.9% | +3.7% | -12.6% | -10.6% |
| 6M | +34.7% | +14.8% | +19.9% | +26.5% |
| YTD | +53.3% | +14.7% | +38.7% | +43.7% |
| 1Y | +45.0% | +16.0% | +29.0% | +35.0% |
| 3Y | +73.1% | +84.3% | -11.1% | +30.5% |
| 5Y | +59.9% | +30.9% | +29.1% | +36.1% |
| 10Y | +415.7% | +122.0% | +293.7% | +223.7% |
| All | +1,331.9% | +148.5% | +1,183.4% | +685.9% |
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