+150.8%
KRE vs MKSI
+1,590.9%
-1,440.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.4% |
| 7D | -1.4% | +4.9% | -6.3% | -3.4% |
| 30D | -3.9% | -11.0% | +7.1% | +0.2% |
| 3M | +3.6% | -17.1% | +20.7% | +6.8% |
| 6M | +15.4% | +16.4% | -1.0% | +1.3% |
| YTD | +15.2% | +64.3% | -49.1% | -14.0% |
| 1Y | +16.5% | +137.7% | -121.3% | -27.7% |
| 3Y | +85.2% | +189.1% | -103.9% | -6.0% |
| 5Y | +33.1% | +83.1% | -50.0% | -22.4% |
| 10Y | +123.1% | +509.4% | -386.3% | -44.2% |
| All | +150.8% | +1,590.9% | -1,440.1% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling