+200.7%
KRE vs MSCI
+2,756.4%
-2,555.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | -2.7% | +0.6% | -3.2% | -3.0% |
| 3M | +8.2% | -7.1% | +15.3% | +10.7% |
| 6M | +12.8% | +0.8% | +12.0% | +10.9% |
| YTD | +17.5% | +1.0% | +16.5% | +14.6% |
| 1Y | +16.6% | +4.3% | +12.3% | +11.6% |
| 3Y | +79.5% | +9.9% | +69.5% | +64.4% |
| 5Y | +32.4% | -6.8% | +39.2% | +25.9% |
| 10Y | +124.1% | +614.7% | -490.5% | -23.0% |
| All | +200.7% | +2,756.4% | -2,555.7% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling