+322.3%
KRE vs MPC
+2,984.8%
-2,662.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | 0.0% |
| 7D | -0.4% | -9.4% | +9.0% | +3.2% |
| 30D | +6.4% | -14.3% | +20.8% | +12.2% |
| 3M | -3.1% | +31.1% | -34.2% | -14.0% |
| 6M | +6.4% | +60.3% | -53.9% | -13.6% |
| YTD | +15.3% | +142.5% | -127.2% | -21.9% |
| 1Y | +23.3% | +104.6% | -81.3% | -10.8% |
| 3Y | +93.6% | +191.7% | -98.1% | +17.9% |
| 5Y | +13.2% | +549.2% | -536.0% | -51.8% |
| 10Y | +103.1% | +1,106.2% | -1,003.1% | -38.3% |
| All | +322.3% | +2,984.8% | -2,662.5% | -24.2% |
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