+22.9%
KRE vs MLM
-14.5%
+37.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +0.4% |
| 7D | +0.3% | -4.1% | +4.4% | +1.6% |
| 30D | +4.8% | +8.2% | -3.4% | +2.4% |
| 3M | -5.1% | -3.6% | -1.5% | -4.2% |
| 6M | +3.3% | -15.6% | +18.8% | +8.5% |
| YTD | +13.3% | -16.4% | +29.8% | +15.8% |
| 1Y | +22.9% | -14.3% | +37.2% | +22.3% |
| All | +22.9% | -14.5% | +37.3% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling