+83.8%
KRE vs MPC
+1,171.2%
-1,087.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.7% | +11.2% | -10.5% | -3.7% |
| 30D | +6.1% | -14.5% | +20.6% | +12.6% |
| 3M | -5.9% | +16.7% | -22.6% | -13.1% |
| 6M | +9.6% | +67.6% | -58.0% | -14.4% |
| YTD | +14.2% | +157.9% | -143.7% | -27.8% |
| 1Y | +22.5% | +116.7% | -94.2% | -16.4% |
| 3Y | +90.4% | +199.8% | -109.4% | +8.1% |
| 5Y | +11.9% | +604.4% | -592.6% | -59.1% |
| All | +83.8% | +1,171.2% | -1,087.4% | -52.8% |
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