+155.8%
KRE vs MTB
+279.5%
-123.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.3% | +1.7% | -0.4% | -0.1% |
| 30D | -2.7% | -4.2% | +1.5% | +0.7% |
| 3M | +8.2% | +8.9% | -0.7% | +0.9% |
| 6M | +12.8% | +10.9% | +1.9% | +3.6% |
| YTD | +17.5% | +21.5% | -4.0% | +0.3% |
| 1Y | +16.6% | +21.9% | -5.3% | -0.7% |
| 3Y | +79.5% | +109.2% | -29.8% | -0.3% |
| 5Y | +32.4% | +102.0% | -69.6% | -26.8% |
| 10Y | +124.1% | +171.9% | -47.8% | -3.1% |
| All | +155.8% | +279.5% | -123.8% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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