+89.3%
KRE vs MSI
+683.5%
-594.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.9% |
| 7D | -1.6% | +7.7% | -9.3% | -5.2% |
| 30D | +4.9% | +19.9% | -15.0% | -4.3% |
| 3M | -4.5% | +14.9% | -19.4% | -11.2% |
| 6M | +7.7% | +37.2% | -29.6% | -9.1% |
| YTD | +14.5% | +40.8% | -26.3% | -5.9% |
| 1Y | +21.5% | +38.1% | -16.6% | +0.8% |
| 3Y | +91.2% | +77.7% | +13.5% | +34.0% |
| 5Y | +11.8% | +129.0% | -117.3% | -34.0% |
| 10Y | +89.3% | +671.3% | -581.9% | -35.8% |
| All | +89.3% | +683.5% | -594.1% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling