+12.8%
KRE vs MDLN
+15.3%
-2.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +18.4% | -16.6% | +0.2% |
| 7D | +2.8% | +24.7% | -21.9% | +0.8% |
| 30D | +5.3% | +12.7% | -7.4% | +4.1% |
| 3M | -4.2% | -4.0% | -0.2% | -4.1% |
| 6M | +8.7% | -8.7% | +17.4% | +9.5% |
| YTD | +16.4% | -3.9% | +20.3% | +18.8% |
| All | +12.8% | +15.3% | -2.5% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling