+22.0%
KRE vs MAS
+39.0%
-17.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | +0.3% | +3.6% | -3.3% | -0.7% |
| 30D | +5.9% | +23.8% | -17.9% | 0.0% |
| 3M | -3.3% | +14.4% | -17.7% | -6.9% |
| 6M | +5.8% | +19.7% | -13.9% | -0.3% |
| YTD | +14.7% | +36.0% | -21.2% | +0.7% |
| 1Y | +22.0% | +40.4% | -18.3% | +4.7% |
| All | +22.0% | +39.0% | -17.0% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling