+155.8%
KRE vs MMM
+350.9%
-195.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +1.3% | -3.3% | +4.6% | +3.9% |
| 30D | -2.7% | -7.0% | +4.3% | +2.7% |
| 3M | +8.2% | +10.8% | -2.6% | -0.6% |
| 6M | +12.8% | +5.8% | +7.0% | +6.7% |
| YTD | +17.5% | +6.8% | +10.7% | +9.3% |
| 1Y | +16.6% | +10.4% | +6.2% | +4.8% |
| 3Y | +79.5% | +104.7% | -25.2% | -8.5% |
| 5Y | +32.4% | +23.6% | +8.9% | +1.5% |
| 10Y | +124.1% | +54.1% | +70.0% | +30.1% |
| All | +155.8% | +350.9% | -195.2% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling