+153.3%
KRE vs MAS
+432.3%
-278.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -3.9% | -1.2% |
| 7D | +2.8% | +14.2% | -11.4% | -4.1% |
| 30D | +5.3% | +26.8% | -21.5% | -7.0% |
| 3M | -4.2% | +13.1% | -17.4% | -10.7% |
| 6M | +8.7% | +27.9% | -19.2% | -5.9% |
| YTD | +16.4% | +38.7% | -22.3% | -4.9% |
| 1Y | +26.9% | +40.4% | -13.5% | +3.0% |
| 3Y | +84.3% | +66.1% | +18.2% | +35.2% |
| 5Y | +15.2% | +47.4% | -32.2% | -11.9% |
| 10Y | +121.5% | +238.3% | -116.8% | +7.0% |
| All | +153.3% | +432.3% | -278.9% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling