+85.5%
KRE vs MAGS
+126.1%
-40.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.4% | -1.8% | +0.4% | -0.7% |
| 30D | -3.9% | +1.1% | -5.0% | -4.4% |
| 3M | +3.6% | +7.7% | -4.1% | +0.3% |
| 6M | +15.4% | +11.7% | +3.7% | +9.6% |
| YTD | +15.2% | +4.9% | +10.3% | +12.3% |
| 1Y | +16.5% | +14.3% | +2.1% | +9.0% |
| All | +85.5% | +126.1% | -40.6% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 3y: compounded portfolio wealth divided by compounded MAGS 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…
3y analysis · Full analysis span regression · 6 months rolling