+148.6%
KRE vs MSI
+784.2%
-635.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | +0.7% | +3.2% | -2.5% | -0.9% |
| 30D | +6.1% | +17.6% | -11.5% | -2.3% |
| 3M | -5.9% | +14.5% | -20.4% | -12.4% |
| 6M | +9.6% | +34.3% | -24.7% | -6.4% |
| YTD | +14.2% | +39.7% | -25.5% | -5.6% |
| 1Y | +22.5% | +40.2% | -17.7% | +1.0% |
| 3Y | +90.4% | +77.1% | +13.2% | +36.2% |
| 5Y | +11.9% | +124.0% | -112.2% | -30.5% |
| 10Y | +88.8% | +665.5% | -576.7% | -39.0% |
| All | +148.6% | +784.2% | -635.6% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling