+26.9%
KRE vs MP
-35.7%
+62.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.1% | +6.8% | +1.8% |
| 7D | +2.8% | -12.5% | +15.3% | +3.0% |
| 30D | +5.3% | -23.3% | +28.6% | +5.8% |
| 3M | -4.2% | -24.4% | +20.1% | -3.8% |
| 6M | +8.7% | -45.8% | +54.4% | +10.1% |
| YTD | +16.4% | -28.9% | +45.3% | +15.4% |
| 1Y | +26.9% | -34.6% | +61.5% | +25.8% |
| All | +26.9% | -35.7% | +62.6% | +25.8% |
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