+151.1%
KRE vs MCK
+2,119.7%
-1,968.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.8% | -2.9% | +1.1% | -0.6% |
| 30D | -4.5% | +0.4% | -4.9% | -4.8% |
| 3M | +2.7% | +12.1% | -9.4% | -2.9% |
| 6M | +16.9% | -5.4% | +22.3% | +18.5% |
| YTD | +15.4% | +7.8% | +7.6% | +9.2% |
| 1Y | +16.1% | +22.9% | -6.9% | +3.0% |
| 3Y | +85.7% | +110.7% | -25.0% | +21.5% |
| 5Y | +33.3% | +346.2% | -312.9% | -41.9% |
| 10Y | +123.3% | +440.1% | -316.8% | -18.2% |
| All | +151.1% | +2,119.7% | -1,968.6% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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