+148.6%
KRE vs MDT
+234.1%
-85.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | -0.9% |
| 7D | +0.7% | +1.0% | -0.3% | +0.1% |
| 30D | +6.1% | +9.2% | -3.0% | +0.1% |
| 3M | -5.9% | +14.5% | -20.4% | -14.3% |
| 6M | +9.6% | +37.3% | -27.7% | -12.2% |
| YTD | +14.2% | +9.8% | +4.4% | +5.3% |
| 1Y | +22.5% | +10.5% | +12.0% | +12.3% |
| 3Y | +90.4% | +57.4% | +32.9% | +34.8% |
| 5Y | +11.9% | +1.2% | +10.7% | +4.8% |
| 10Y | +88.8% | +63.2% | +25.6% | +26.0% |
| All | +148.6% | +234.1% | -85.5% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling