+9.6%
KRE vs MDT
+37.8%
-28.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | -0.1% |
| 7D | +0.7% | +1.0% | -0.3% | +0.5% |
| 30D | +6.1% | +9.2% | -3.0% | +4.1% |
| 3M | -5.9% | +14.5% | -20.4% | -8.4% |
| 6M | +9.6% | +37.3% | -27.7% | +5.0% |
| All | +9.6% | +37.8% | -28.2% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling