+151.1%
KRE vs MOH
+763.7%
-612.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -1.8% | +1.7% | -3.5% | -2.2% |
| 30D | -4.5% | -0.9% | -3.6% | -4.4% |
| 3M | +2.7% | +5.7% | -3.0% | +0.9% |
| 6M | +16.9% | +39.1% | -22.3% | +6.9% |
| YTD | +15.4% | +17.7% | -2.3% | +7.7% |
| 1Y | +16.1% | +8.4% | +7.7% | +9.6% |
| 3Y | +85.7% | -36.6% | +122.3% | +88.4% |
| 5Y | +33.3% | -19.1% | +52.3% | +24.4% |
| 10Y | +123.3% | +262.8% | -139.5% | +25.7% |
| All | +151.1% | +763.7% | -612.5% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling