+82.1%
KRE vs MPC
+160.2%
-78.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.1% |
| 7D | +0.3% | -16.2% | +16.5% | +4.5% |
| 30D | +4.8% | -15.7% | +20.5% | +8.7% |
| 3M | -5.1% | +24.9% | -30.0% | -11.9% |
| 6M | +3.3% | +52.7% | -49.4% | -10.2% |
| YTD | +13.3% | +131.9% | -118.5% | -16.7% |
| 1Y | +22.9% | +96.6% | -73.8% | -4.0% |
| 3Y | +82.1% | +163.8% | -81.7% | +18.9% |
| All | +82.1% | +160.2% | -78.1% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling