+121.9%
KRE vs MP
+459.3%
-337.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | +2.3% | +3.0% | -0.7% | +1.9% |
| 30D | -2.5% | +8.3% | -10.8% | -3.6% |
| 3M | +6.2% | -3.8% | +10.1% | +6.0% |
| 6M | +15.8% | -4.9% | +20.7% | +14.5% |
| YTD | +16.0% | +9.6% | +6.4% | +11.6% |
| 1Y | +16.2% | -11.7% | +27.9% | +13.3% |
| 3Y | +86.4% | +158.5% | -72.1% | +40.5% |
| 5Y | +33.0% | +68.9% | -36.0% | +4.5% |
| All | +121.9% | +459.3% | -337.4% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling