+121.6%
KRE vs MSI
+601.8%
-480.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -1.4% | -1.8% | +0.4% | -0.5% |
| 30D | -3.9% | -0.6% | -3.3% | -3.8% |
| 3M | +3.6% | +13.0% | -9.4% | -3.2% |
| 6M | +15.4% | +0.5% | +14.9% | +13.6% |
| YTD | +15.2% | +21.7% | -6.5% | +2.0% |
| 1Y | +16.5% | -2.6% | +19.1% | +15.8% |
| 3Y | +85.2% | +69.7% | +15.5% | +31.8% |
| 5Y | +33.1% | +102.8% | -69.7% | -16.6% |
| All | +121.6% | +601.8% | -480.2% | -18.8% |
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