+31.7%
KRE vs MOH
-19.7%
+51.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | 0.0% |
| 7D | -1.8% | +1.7% | -3.5% | -1.9% |
| 30D | -4.5% | -0.9% | -3.6% | -4.5% |
| 3M | +2.7% | +5.7% | -3.0% | +2.2% |
| 6M | +16.9% | +39.1% | -22.3% | +13.9% |
| YTD | +15.4% | +17.7% | -2.3% | +13.2% |
| 1Y | +16.1% | +8.4% | +7.7% | +14.4% |
| 3Y | +85.7% | -36.6% | +122.3% | +85.2% |
| All | +31.7% | -19.7% | +51.4% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 5y: compounded portfolio wealth divided by compounded MOH 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…
5y analysis · Full analysis span regression · 6 months rolling