+16.6%
KRE vs MKSI
+162.5%
-145.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.7% | +0.1% |
| 7D | +1.3% | +1.8% | -0.5% | +1.1% |
| 30D | -2.7% | -16.8% | +14.1% | -1.1% |
| 3M | +8.2% | -21.1% | +29.3% | +8.9% |
| 6M | +12.8% | +10.8% | +2.0% | +7.2% |
| YTD | +17.5% | +63.3% | -45.8% | +5.9% |
| 1Y | +16.6% | +157.0% | -140.4% | -3.4% |
| All | +16.6% | +162.5% | -145.9% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling