+149.8%
KRE vs MLM
+687.7%
-537.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +0.3% | -2.9% | +3.1% | +1.9% |
| 30D | +5.9% | +10.4% | -4.5% | 0.0% |
| 3M | -3.3% | -3.7% | +0.4% | -1.7% |
| 6M | +5.8% | -10.3% | +16.1% | +10.8% |
| YTD | +14.7% | -14.8% | +29.5% | +22.6% |
| 1Y | +22.0% | -13.9% | +35.9% | +29.6% |
| 3Y | +91.6% | +18.4% | +73.2% | +68.6% |
| 5Y | +13.0% | +31.8% | -18.8% | -8.4% |
| 10Y | +94.0% | +143.4% | -49.4% | +5.5% |
| All | +149.8% | +687.7% | -537.9% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling