+89.3%
KRE vs MMM
+79.4%
+9.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -1.6% | -2.6% | +1.0% | -0.1% |
| 30D | +4.9% | +17.4% | -12.5% | -5.1% |
| 3M | -4.5% | +3.6% | -8.1% | -7.0% |
| 6M | +7.7% | +33.0% | -25.4% | -10.4% |
| YTD | +14.5% | +19.6% | -5.1% | +0.6% |
| 1Y | +21.5% | +14.0% | +7.5% | +9.9% |
| 3Y | +91.2% | +164.3% | -73.1% | -5.3% |
| 5Y | +11.8% | +49.3% | -37.6% | -18.1% |
| 10Y | +89.3% | +78.4% | +11.0% | +18.9% |
| All | +89.3% | +79.4% | +9.9% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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