+11.5%
KRE vs MP
-13.5%
+25.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -0.8% |
| 7D | +0.3% | +11.0% | -10.7% | -1.1% |
| 30D | +5.0% | -11.7% | +16.7% | +6.5% |
| 3M | -5.7% | -30.8% | +25.0% | -1.6% |
| 6M | +7.5% | -42.9% | +50.4% | +14.1% |
| YTD | +13.8% | -25.9% | +39.7% | +14.3% |
| 1Y | +20.7% | -37.3% | +58.0% | +23.7% |
| 3Y | +90.1% | +150.7% | -60.6% | +29.1% |
| 5Y | +11.5% | -19.3% | +30.8% | -6.7% |
| All | +11.5% | -13.5% | +25.0% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling