+16.6%
KRE vs MP
-17.4%
+34.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.5% |
| 7D | +1.3% | -2.9% | +4.2% | +1.4% |
| 30D | -2.7% | +13.8% | -16.5% | -3.1% |
| 3M | +8.2% | -16.7% | +24.9% | +9.0% |
| 6M | +12.8% | -11.5% | +24.3% | +12.7% |
| YTD | +17.5% | +7.9% | +9.6% | +15.3% |
| 1Y | +16.6% | -15.0% | +31.6% | +18.1% |
| All | +16.6% | -17.4% | +34.0% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling