+67.5%
KRE vs MDB
+1,017.4%
-949.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.9% |
| 7D | +1.3% | -17.4% | +18.7% | +3.1% |
| 30D | -2.7% | -2.0% | -0.7% | -2.8% |
| 3M | +8.2% | -3.0% | +11.2% | +7.8% |
| 6M | +12.8% | +48.7% | -35.9% | +6.8% |
| YTD | +17.5% | -12.1% | +29.6% | +16.8% |
| 1Y | +16.6% | +14.5% | +2.1% | +12.2% |
| 3Y | +79.5% | -6.1% | +85.6% | +69.4% |
| 5Y | +32.4% | -27.3% | +59.7% | +20.7% |
| All | +67.5% | +1,017.4% | -949.9% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling