+11.2%
KRE vs MAS
+41.7%
-30.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +1.0% | -0.8% |
| 7D | -0.8% | +4.6% | -5.3% | -3.0% |
| 30D | +3.2% | +19.9% | -16.7% | -5.9% |
| 3M | -6.0% | +8.9% | -14.9% | -10.4% |
| 6M | +4.6% | +20.2% | -15.5% | -6.4% |
| YTD | +13.5% | +33.9% | -20.4% | -6.0% |
| 1Y | +22.2% | +34.7% | -12.4% | +0.8% |
| 3Y | +79.8% | +60.4% | +19.4% | +31.5% |
| 5Y | +11.2% | +43.5% | -32.3% | -16.5% |
| All | +11.2% | +41.7% | -30.5% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling