+155.8%
KRE vs MET
+286.7%
-130.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +1.5% |
| 7D | +1.3% | +1.2% | +0.2% | +0.6% |
| 30D | -2.7% | +1.4% | -4.1% | -3.6% |
| 3M | +8.2% | +17.7% | -9.5% | -2.1% |
| 6M | +12.8% | +35.0% | -22.2% | -6.0% |
| YTD | +17.5% | +26.3% | -8.8% | +1.7% |
| 1Y | +16.6% | +22.8% | -6.2% | +2.5% |
| 3Y | +79.5% | +65.9% | +13.5% | +32.9% |
| 5Y | +32.4% | +85.4% | -52.9% | -6.9% |
| 10Y | +124.1% | +253.7% | -129.6% | +13.3% |
| All | +155.8% | +286.7% | -130.9% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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