+83.8%
KRE vs MLM
+138.2%
-54.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +0.7% | -0.9% | +1.6% | +1.2% |
| 30D | +6.1% | +9.0% | -2.9% | +0.8% |
| 3M | -5.9% | -5.6% | -0.3% | -3.2% |
| 6M | +9.6% | -10.7% | +20.3% | +15.1% |
| YTD | +14.2% | -17.2% | +31.4% | +24.2% |
| 1Y | +22.5% | -14.2% | +36.7% | +30.4% |
| 3Y | +90.4% | +15.6% | +74.7% | +68.1% |
| 5Y | +11.9% | +26.2% | -14.4% | -8.5% |
| All | +83.8% | +138.2% | -54.4% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling