+16.6%
KRE vs MSFU
-18.4%
+35.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +0.5% |
| 7D | +1.3% | -5.7% | +7.0% | +1.3% |
| 30D | -2.7% | +4.2% | -6.9% | -2.7% |
| 3M | +8.2% | +27.9% | -19.7% | +8.0% |
| 6M | +12.8% | +37.1% | -24.3% | +11.9% |
| YTD | +17.5% | -7.4% | +24.9% | +14.1% |
| 1Y | +16.6% | -19.6% | +36.2% | +14.5% |
| All | +16.6% | -18.4% | +35.0% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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