+89.8%
KRE vs MOS
-28.7%
+118.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.1% |
| 7D | +0.3% | -2.6% | +2.8% | +0.7% |
| 30D | +5.0% | +13.5% | -8.4% | +2.6% |
| 3M | -5.7% | -2.9% | -2.8% | -5.7% |
| 6M | +7.5% | -1.0% | +8.5% | +6.6% |
| YTD | +13.8% | -7.2% | +21.1% | +12.1% |
| 1Y | +20.7% | -11.4% | +32.1% | +19.9% |
| All | +89.8% | -28.7% | +118.5% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling