+26.9%
KRE vs MSCI
+17.3%
+9.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | +1.1% |
| 7D | +2.8% | +11.5% | -8.7% | +1.6% |
| 30D | +5.3% | +22.1% | -16.8% | +3.2% |
| 3M | -4.2% | +18.4% | -22.6% | -5.9% |
| 6M | +8.7% | +16.6% | -7.9% | +6.7% |
| YTD | +16.4% | +18.8% | -2.5% | +12.1% |
| 1Y | +26.9% | +19.0% | +7.9% | +23.5% |
| All | +26.9% | +17.3% | +9.6% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling