+82.1%
KRE vs MP
+114.3%
-32.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.5% |
| 7D | +0.3% | -10.5% | +10.8% | +1.0% |
| 30D | +4.8% | -23.5% | +28.3% | +6.7% |
| 3M | -5.1% | -25.4% | +20.4% | -3.3% |
| 6M | +3.3% | -51.3% | +54.5% | +8.3% |
| YTD | +13.3% | -29.9% | +43.3% | +14.0% |
| 1Y | +22.9% | -31.8% | +54.7% | +23.4% |
| 3Y | +82.1% | +127.0% | -44.9% | +36.2% |
| All | +82.1% | +114.3% | -32.2% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling