+152.5%
KRE vs MTZ
+1,766.4%
-1,613.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -2.5% |
| 7D | +2.3% | +3.6% | -1.2% | +1.1% |
| 30D | -2.5% | -9.6% | +7.2% | +0.5% |
| 3M | +6.2% | -31.9% | +38.2% | +17.0% |
| 6M | +15.8% | -13.8% | +29.6% | +16.5% |
| YTD | +16.0% | +13.3% | +2.7% | +5.5% |
| 1Y | +16.2% | +39.3% | -23.1% | -2.6% |
| 3Y | +86.4% | +168.3% | -81.9% | +16.9% |
| 5Y | +33.0% | +166.4% | -133.4% | -19.7% |
| 10Y | +123.0% | +739.9% | -616.9% | -15.7% |
| All | +152.5% | +1,766.4% | -1,613.9% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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