+85.7%
KRE vs MKC
-31.4%
+117.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -1.8% | -1.5% | -0.4% | -1.6% |
| 30D | -4.5% | -3.1% | -1.4% | -4.0% |
| 3M | +2.7% | +5.2% | -2.5% | +1.5% |
| 6M | +16.9% | -12.8% | +29.7% | +19.5% |
| YTD | +15.4% | -23.3% | +38.6% | +20.6% |
| 1Y | +16.1% | -24.1% | +40.2% | +21.6% |
| 3Y | +85.7% | -32.1% | +117.8% | +93.8% |
| All | +85.7% | -31.4% | +117.1% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling