+124.6%
KRE vs MSCI
+611.7%
-487.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | +0.1% |
| 7D | +2.3% | -2.1% | +4.4% | +3.1% |
| 30D | -2.5% | -1.7% | -0.8% | -1.9% |
| 3M | +6.2% | -8.2% | +14.5% | +9.0% |
| 6M | +15.8% | -2.4% | +18.3% | +15.5% |
| YTD | +16.0% | -2.8% | +18.8% | +15.2% |
| 1Y | +16.2% | -2.7% | +18.8% | +14.8% |
| 3Y | +86.4% | +7.3% | +79.1% | +74.1% |
| 5Y | +33.0% | -11.4% | +44.4% | +29.6% |
| All | +124.6% | +611.7% | -487.1% | +1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling