+26.9%
KRE vs MDT
+20.2%
+6.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | +0.2% |
| 7D | +2.8% | +10.7% | -7.9% | +0.3% |
| 30D | +5.3% | +19.3% | -14.0% | +1.0% |
| 3M | -4.2% | +22.8% | -27.0% | -8.8% |
| 6M | +8.7% | +36.4% | -27.7% | +1.4% |
| YTD | +16.4% | +12.1% | +4.3% | +13.7% |
| 1Y | +26.9% | +19.9% | +6.9% | +21.8% |
| All | +26.9% | +20.2% | +6.6% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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