+63.3%
KRE vs MDB
+924.6%
-861.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.4% |
| 7D | -1.6% | +3.0% | -4.6% | -1.9% |
| 30D | +4.9% | -11.3% | +16.2% | +5.8% |
| 3M | -4.5% | -23.0% | +18.5% | -2.8% |
| 6M | +7.7% | +14.8% | -7.1% | +4.4% |
| YTD | +14.5% | -19.4% | +34.0% | +14.2% |
| 1Y | +21.5% | -9.0% | +30.5% | +19.2% |
| 3Y | +91.2% | -10.3% | +101.5% | +80.6% |
| 5Y | +11.8% | -38.4% | +50.1% | +2.9% |
| All | +63.3% | +924.6% | -861.3% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling