+195.1%
KRE vs MSCI
+3,122.5%
-2,927.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -0.4% | +1.5% | -1.8% | -1.0% |
| 30D | +6.4% | +14.4% | -8.0% | +0.3% |
| 3M | -3.1% | +15.2% | -18.3% | -9.1% |
| 6M | +6.4% | +11.2% | -4.8% | +0.4% |
| YTD | +15.3% | +13.9% | +1.4% | +6.6% |
| 1Y | +23.3% | +12.5% | +10.8% | +14.5% |
| 3Y | +93.6% | +32.3% | +61.3% | +63.3% |
| 5Y | +13.2% | +4.9% | +8.4% | +2.5% |
| 10Y | +103.1% | +779.7% | -676.6% | -36.5% |
| All | +195.1% | +3,122.5% | -2,927.3% | -55.4% |
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