+146.7%
KRE vs MOS
+107.6%
+39.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.3% | +21.6% | -21.3% | -5.6% |
| 30D | +4.8% | +12.0% | -7.2% | +0.8% |
| 3M | -5.1% | -3.9% | -1.2% | -5.1% |
| 6M | +3.3% | -3.3% | +6.6% | +2.2% |
| YTD | +13.3% | -4.6% | +18.0% | +10.7% |
| 1Y | +22.9% | -7.0% | +29.8% | +20.6% |
| 3Y | +82.1% | -24.4% | +106.5% | +84.4% |
| 5Y | +11.0% | -32.1% | +43.1% | +10.5% |
| 10Y | +115.7% | +10.3% | +105.4% | +68.8% |
| All | +146.7% | +107.6% | +39.1% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling