+85.7%
KRE vs MKTX
-25.3%
+111.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -4.5% | +0.7% | -5.2% | -4.5% |
| 3M | +2.7% | +40.8% | -38.1% | +0.3% |
| 6M | +16.9% | -8.0% | +24.8% | +18.4% |
| YTD | +15.4% | -8.7% | +24.1% | +16.9% |
| 1Y | +16.1% | -11.8% | +27.9% | +18.1% |
| 3Y | +85.7% | -24.0% | +109.8% | +90.4% |
| All | +85.7% | -25.3% | +111.0% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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