+30.9%
KRE vs MDT
-20.5%
+51.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | -1.1% | -0.3% | -0.7% | -0.9% |
| 30D | -3.4% | +2.8% | -6.2% | -4.7% |
| 3M | +3.7% | +13.1% | -9.4% | -2.3% |
| 6M | +14.8% | +2.3% | +12.4% | +13.1% |
| YTD | +14.7% | -2.7% | +17.3% | +15.5% |
| 1Y | +16.0% | +0.9% | +15.2% | +14.6% |
| 3Y | +84.3% | +26.8% | +57.4% | +60.1% |
| 5Y | +30.9% | -19.5% | +50.3% | +35.8% |
| All | +30.9% | -20.5% | +51.4% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling