+121.6%
KRE vs MMM
+53.9%
+67.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.1% |
| 7D | -1.4% | -3.2% | +1.8% | +0.5% |
| 30D | -3.9% | -10.7% | +6.8% | +2.8% |
| 3M | +3.6% | +4.3% | -0.7% | +0.5% |
| 6M | +15.4% | +5.9% | +9.5% | +10.4% |
| YTD | +15.2% | +3.2% | +12.1% | +11.2% |
| 1Y | +16.5% | +8.0% | +8.4% | +8.6% |
| 3Y | +85.2% | +99.1% | -13.9% | +10.7% |
| 5Y | +33.1% | +25.7% | +7.4% | +9.1% |
| All | +121.6% | +53.9% | +67.8% | +49.3% |
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