+103.1%
KRE vs MOS
+6.2%
+97.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.1% |
| 7D | -0.4% | +19.7% | -20.0% | -6.6% |
| 30D | +6.4% | +21.5% | -15.1% | -0.9% |
| 3M | -3.1% | -0.4% | -2.7% | -4.2% |
| 6M | +6.4% | +4.5% | +1.8% | +2.3% |
| YTD | +15.3% | -2.9% | +18.2% | +11.2% |
| 1Y | +23.3% | -7.7% | +31.0% | +20.6% |
| 3Y | +93.6% | -25.6% | +119.3% | +97.0% |
| 5Y | +13.2% | -31.2% | +44.4% | +8.6% |
| 10Y | +103.1% | +2.8% | +100.3% | +35.1% |
| All | +103.1% | +6.2% | +97.0% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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