+121.9%
KRE vs MAR
+450.9%
-329.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.8% |
| 7D | -1.8% | -0.5% | -1.3% | -1.6% |
| 30D | -4.5% | -5.4% | +0.9% | -1.6% |
| 3M | +2.7% | -15.5% | +18.2% | +12.0% |
| 6M | +16.9% | +3.0% | +13.9% | +13.6% |
| YTD | +15.4% | +8.5% | +6.8% | +8.4% |
| 1Y | +16.1% | +26.0% | -9.9% | -0.1% |
| 3Y | +85.7% | +68.6% | +17.1% | +35.3% |
| 5Y | +33.3% | +157.4% | -124.1% | -25.5% |
| All | +121.9% | +450.9% | -329.0% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling