+33.0%
KRE vs MSI
+100.4%
-67.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | +2.3% | -5.8% | +8.1% | +4.4% |
| 30D | -2.5% | -1.0% | -1.5% | -2.3% |
| 3M | +6.2% | +14.2% | -7.9% | +0.7% |
| 6M | +15.8% | +1.0% | +14.8% | +14.6% |
| YTD | +16.0% | +21.5% | -5.5% | +6.0% |
| 1Y | +16.2% | -2.1% | +18.3% | +16.1% |
| 3Y | +86.4% | +69.3% | +17.1% | +41.8% |
| 5Y | +33.0% | +99.3% | -66.4% | -8.3% |
| All | +33.0% | +100.4% | -67.5% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling