+320.2%
KRE vs MPC
+2,982.2%
-2,662.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.3% | -8.8% | +9.1% | +3.7% |
| 30D | +5.9% | -14.4% | +20.3% | +11.7% |
| 3M | -3.3% | +21.9% | -25.3% | -11.7% |
| 6M | +5.8% | +60.1% | -54.3% | -14.0% |
| YTD | +14.7% | +142.3% | -127.6% | -22.3% |
| 1Y | +22.0% | +101.7% | -79.7% | -11.2% |
| 3Y | +91.6% | +184.8% | -93.2% | +17.8% |
| 5Y | +13.0% | +564.6% | -551.6% | -52.3% |
| 10Y | +94.0% | +1,098.3% | -1,004.3% | -40.9% |
| All | +320.2% | +2,982.2% | -2,662.0% | -24.5% |
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 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