+33.1%
KRE vs MDB
-22.0%
+55.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | 0.0% |
| 7D | -1.4% | -2.8% | +1.3% | -1.1% |
| 30D | -3.9% | -14.9% | +11.0% | -2.5% |
| 3M | +3.6% | +7.3% | -3.7% | +2.1% |
| 6M | +15.4% | +38.2% | -22.8% | +9.4% |
| YTD | +15.2% | -10.9% | +26.1% | +14.3% |
| 1Y | +16.5% | +11.6% | +4.8% | +11.7% |
| 3Y | +85.2% | -0.9% | +86.1% | +71.5% |
| 5Y | +33.1% | -23.5% | +56.6% | +17.1% |
| All | +33.1% | -22.0% | +55.1% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling