+149.8%
KRE vs MMM
+406.6%
-256.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | +0.3% | +7.0% | -6.7% | -5.1% |
| 30D | +5.9% | +18.4% | -12.5% | -7.3% |
| 3M | -3.3% | +4.5% | -7.8% | -7.3% |
| 6M | +5.8% | +33.4% | -27.6% | -16.4% |
| YTD | +14.7% | +20.0% | -5.2% | -3.1% |
| 1Y | +22.0% | +15.0% | +7.0% | +6.3% |
| 3Y | +91.6% | +165.0% | -73.4% | -20.9% |
| 5Y | +13.0% | +47.9% | -35.0% | -25.5% |
| 10Y | +94.0% | +79.6% | +14.3% | -1.1% |
| All | +149.8% | +406.6% | -256.8% | -58.4% |
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