+149.6%
KRE vs MTCH
+601.4%
-451.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.3% |
| 7D | -1.1% | -2.4% | +1.3% | -0.4% |
| 30D | -3.4% | +12.8% | -16.2% | -6.6% |
| 3M | +3.7% | +20.0% | -16.3% | -1.7% |
| 6M | +14.8% | +34.7% | -20.0% | +5.1% |
| YTD | +14.7% | +30.6% | -15.9% | +5.6% |
| 1Y | +16.0% | +10.9% | +5.1% | +11.6% |
| 3Y | +84.3% | -2.0% | +86.3% | +78.1% |
| 5Y | +30.9% | -72.6% | +103.5% | +66.9% |
| 10Y | +122.0% | +197.9% | -75.9% | +6.6% |
| All | +149.6% | +601.4% | -451.8% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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