+84.6%
KRE vs MAR
+64.8%
+19.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | -1.1% | -0.5% | -0.6% | -0.8% |
| 30D | -3.4% | -4.7% | +1.3% | -0.8% |
| 3M | +3.7% | -15.6% | +19.3% | +13.6% |
| 6M | +14.8% | +1.2% | +13.5% | +11.8% |
| YTD | +14.7% | +7.5% | +7.2% | +6.6% |
| 1Y | +16.0% | +26.6% | -10.6% | -4.1% |
| All | +84.6% | +64.8% | +19.8% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling