+166.1%
KRE vs MELI
+8,701.6%
-8,535.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.6% |
| 7D | -1.1% | -6.5% | +5.4% | +0.5% |
| 30D | -3.4% | +2.8% | -6.2% | -4.3% |
| 3M | +3.7% | +14.3% | -10.6% | +0.1% |
| 6M | +14.8% | +6.0% | +8.7% | +12.1% |
| YTD | +14.7% | -6.8% | +21.5% | +15.0% |
| 1Y | +16.0% | -20.9% | +36.9% | +20.1% |
| 3Y | +84.3% | +31.4% | +52.9% | +65.3% |
| 5Y | +30.9% | -0.4% | +31.2% | +16.2% |
| 10Y | +122.0% | +951.2% | -829.2% | -6.4% |
| All | +166.1% | +8,701.6% | -8,535.6% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 MELI 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