+330.3%
KRE vs MPC
+2,977.1%
-2,646.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.3% | +5.4% | -4.1% | -0.8% |
| 30D | -2.7% | +31.0% | -33.6% | -12.7% |
| 3M | +8.2% | +46.0% | -37.8% | -7.6% |
| 6M | +12.8% | +77.3% | -64.5% | -12.0% |
| YTD | +17.5% | +141.9% | -124.4% | -19.5% |
| 1Y | +16.6% | +120.9% | -104.3% | -17.5% |
| 3Y | +79.5% | +182.7% | -103.2% | +11.6% |
| 5Y | +32.4% | +646.4% | -614.0% | -46.2% |
| 10Y | +124.1% | +1,138.7% | -1,014.6% | -31.8% |
| All | +330.3% | +2,977.1% | -2,646.8% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling