+26.9%
KRE vs MSI
+28.6%
-1.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.6% |
| 7D | +2.8% | +2.8% | 0.0% | +2.6% |
| 30D | +5.3% | +9.1% | -3.8% | +4.6% |
| 3M | -4.2% | +12.5% | -16.7% | -5.2% |
| 6M | +8.7% | +14.2% | -5.5% | +7.3% |
| YTD | +16.4% | +30.7% | -14.3% | +12.0% |
| 1Y | +26.9% | +27.5% | -0.7% | +26.3% |
| All | +26.9% | +28.6% | -1.7% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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