+150.8%
KRE vs MRSH
+930.9%
-780.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -1.4% | -5.9% | +4.5% | +3.3% |
| 30D | -3.9% | -7.3% | +3.4% | +1.7% |
| 3M | +3.6% | +6.7% | -3.0% | -2.6% |
| 6M | +15.4% | +3.0% | +12.4% | +10.2% |
| YTD | +15.2% | -2.9% | +18.1% | +14.2% |
| 1Y | +16.5% | -9.0% | +25.4% | +21.0% |
| 3Y | +85.2% | -4.3% | +89.5% | +79.6% |
| 5Y | +33.1% | +19.4% | +13.7% | +5.0% |
| 10Y | +123.1% | +218.1% | -95.0% | -25.2% |
| All | +150.8% | +930.9% | -780.1% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling