+33.1%
KRE vs MDY
+43.9%
-10.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.6% |
| 7D | -1.4% | -2.5% | +1.1% | +1.5% |
| 30D | -3.9% | -5.0% | +1.1% | +2.0% |
| 3M | +3.6% | +0.5% | +3.2% | +2.8% |
| 6M | +15.4% | +8.0% | +7.4% | +4.8% |
| YTD | +15.2% | +12.2% | +3.1% | +0.1% |
| 1Y | +16.5% | +14.0% | +2.5% | -0.8% |
| 3Y | +85.2% | +48.2% | +37.0% | +18.2% |
| 5Y | +33.1% | +46.1% | -13.0% | -11.8% |
| All | +33.1% | +43.9% | -10.9% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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