+12.8%
KRE vs MP
-12.0%
+24.9%
-7.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.5% |
| 7D | +1.3% | -2.9% | +4.2% | +1.3% |
| 30D | -2.7% | +13.8% | -16.5% | -2.8% |
| 3M | +8.2% | -16.7% | +24.9% | +9.3% |
| 6M | +12.8% | -11.5% | +24.3% | +11.9% |
| All | +12.8% | -12.0% | +24.9% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling