+33.1%
KRE vs MKC
-33.9%
+67.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -1.4% | -2.8% | +1.4% | -0.8% |
| 30D | -3.9% | -3.4% | -0.5% | -3.3% |
| 3M | +3.6% | +3.8% | -0.1% | +2.6% |
| 6M | +15.4% | -17.9% | +33.3% | +19.8% |
| YTD | +15.2% | -23.6% | +38.8% | +21.1% |
| 1Y | +16.5% | -23.1% | +39.5% | +22.0% |
| 3Y | +85.2% | -31.5% | +116.7% | +97.3% |
| 5Y | +33.1% | -33.1% | +66.2% | +39.5% |
| All | +33.1% | -33.9% | +67.0% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling