+123.0%
KRE vs MPC
+1,138.6%
-1,015.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -2.3% |
| 7D | +2.3% | +3.9% | -1.5% | +0.7% |
| 30D | -2.5% | +33.8% | -36.2% | -14.3% |
| 3M | +6.2% | +49.9% | -43.6% | -11.6% |
| 6M | +15.8% | +80.9% | -65.1% | -12.6% |
| YTD | +16.0% | +147.4% | -131.4% | -24.4% |
| 1Y | +16.2% | +123.2% | -107.0% | -21.2% |
| 3Y | +86.4% | +171.7% | -85.3% | +11.7% |
| 5Y | +33.0% | +678.6% | -645.6% | -53.2% |
| 10Y | +123.0% | +1,134.0% | -1,011.0% | -43.9% |
| All | +123.0% | +1,138.6% | -1,015.6% | -43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling