+121.9%
KRE vs MRSH
+218.8%
-96.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | -1.8% | -4.8% | +2.9% | +1.3% |
| 30D | -4.5% | -6.3% | +1.8% | -0.6% |
| 3M | +2.7% | +5.8% | -3.1% | -1.9% |
| 6M | +16.9% | +2.8% | +14.1% | +12.7% |
| YTD | +15.4% | -3.1% | +18.5% | +15.0% |
| 1Y | +16.1% | -11.3% | +27.3% | +22.8% |
| 3Y | +85.7% | -5.0% | +90.7% | +82.0% |
| 5Y | +33.3% | +19.2% | +14.1% | +7.1% |
| All | +121.9% | +218.8% | -96.9% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 10y: compounded portfolio wealth divided by compounded MRSH 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…
10y analysis · Full analysis span regression · 6 months rolling