+22.6%
KRE vs MPC
+105.0%
-82.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +1.7% |
| 7D | -0.4% | -9.4% | +9.0% | -0.4% |
| 30D | +6.4% | -14.3% | +20.8% | +6.5% |
| 3M | -3.1% | +31.1% | -34.2% | -4.1% |
| 6M | +6.4% | +60.3% | -53.9% | +4.3% |
| YTD | +15.3% | +142.5% | -127.2% | +2.3% |
| All | +22.6% | +105.0% | -82.4% | +13.5% |
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