+26.9%
KRE vs MPC
+122.9%
-96.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.1% | +9.8% | +1.7% |
| 7D | +2.8% | -10.9% | +13.7% | +2.9% |
| 30D | +5.3% | -9.4% | +14.7% | +5.3% |
| 3M | -4.2% | +26.0% | -30.2% | -5.1% |
| 6M | +8.7% | +56.5% | -47.8% | +6.8% |
| YTD | +16.4% | +144.3% | -127.9% | +4.1% |
| 1Y | +26.9% | +117.2% | -90.4% | +15.6% |
| All | +26.9% | +122.9% | -96.0% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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