+155.8%
KRE vs MOS
+138.0%
+17.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +1.3% | +9.5% | -8.2% | -1.3% |
| 30D | -2.7% | +10.4% | -13.1% | -5.7% |
| 3M | +8.2% | +12.9% | -4.7% | +3.4% |
| 6M | +12.8% | +1.2% | +11.6% | +9.9% |
| YTD | +17.5% | +9.3% | +8.2% | +11.3% |
| 1Y | +16.6% | -18.0% | +34.6% | +19.5% |
| 3Y | +79.5% | -29.0% | +108.5% | +86.6% |
| 5Y | +32.4% | -9.6% | +42.0% | +21.8% |
| 10Y | +124.1% | +6.1% | +118.1% | +77.5% |
| All | +155.8% | +138.0% | +17.7% | +42.9% |
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