+11.4%
KRE vs MAR
+181.1%
-169.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +0.7% | +1.6% | -0.9% | -0.2% |
| 30D | +6.1% | +13.8% | -7.7% | -1.2% |
| 3M | -5.9% | +20.3% | -26.2% | -15.1% |
| 6M | +9.6% | +21.3% | -11.7% | -2.5% |
| YTD | +14.2% | +37.2% | -23.0% | -6.2% |
| 1Y | +22.5% | +48.4% | -25.9% | -4.1% |
| 3Y | +90.4% | +120.1% | -29.8% | +18.6% |
| All | +11.4% | +181.1% | -169.6% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling