+62.3%
KRE vs MDB
+929.6%
-867.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | +0.3% | +11.6% | -11.3% | -0.8% |
| 30D | +5.0% | -8.9% | +13.9% | +5.7% |
| 3M | -5.7% | -22.4% | +16.6% | -4.2% |
| 6M | +7.5% | +10.1% | -2.5% | +4.7% |
| YTD | +13.8% | -19.0% | +32.9% | +13.4% |
| 1Y | +20.7% | -7.0% | +27.7% | +18.1% |
| 3Y | +90.1% | -9.8% | +100.0% | +79.5% |
| 5Y | +11.5% | -40.1% | +51.6% | +2.8% |
| All | +62.3% | +929.6% | -867.3% | +2.3% |
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