+155.8%
KRE vs MLM
+667.7%
-511.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | +1.3% | -2.9% | +4.2% | +3.0% |
| 30D | -2.7% | -6.8% | +4.1% | +1.0% |
| 3M | +8.2% | -11.2% | +19.4% | +14.5% |
| 6M | +12.8% | -21.8% | +34.7% | +27.8% |
| YTD | +17.5% | -17.0% | +34.5% | +27.8% |
| 1Y | +16.6% | -16.4% | +33.0% | +26.2% |
| 3Y | +79.5% | +14.5% | +65.0% | +60.7% |
| 5Y | +32.4% | +41.7% | -9.3% | +3.0% |
| 10Y | +124.1% | +200.0% | -75.9% | +8.5% |
| All | +155.8% | +667.7% | -511.9% | -30.2% |
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