+190.1%
KRE vs MSCI
+3,095.4%
-2,905.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.8% |
| 7D | +0.3% | +2.8% | -2.6% | -1.0% |
| 30D | +4.8% | +15.4% | -10.6% | -1.6% |
| 3M | -5.1% | +13.4% | -18.5% | -10.4% |
| 6M | +3.3% | +10.9% | -7.6% | -2.5% |
| YTD | +13.3% | +13.0% | +0.4% | +5.1% |
| 1Y | +22.9% | +12.0% | +10.8% | +14.3% |
| 3Y | +82.1% | +34.1% | +48.0% | +52.6% |
| 5Y | +11.0% | +3.9% | +7.1% | +1.0% |
| 10Y | +115.7% | +802.0% | -686.3% | -33.4% |
| All | +190.1% | +3,095.4% | -2,905.3% | -56.0% |
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