+121.9%
KRE vs MXL
+313.4%
-191.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | -1.0% |
| 7D | -1.8% | +18.9% | -20.7% | -4.6% |
| 30D | -4.5% | +0.3% | -4.8% | -5.1% |
| 3M | +2.7% | -8.0% | +10.8% | 0.0% |
| 6M | +16.9% | +341.2% | -324.4% | -23.3% |
| YTD | +15.4% | +327.8% | -312.5% | -24.2% |
| 1Y | +16.1% | +364.9% | -348.8% | -26.1% |
| 3Y | +85.7% | +229.2% | -143.5% | +13.1% |
| 5Y | +33.3% | +42.8% | -9.5% | -6.8% |
| All | +121.9% | +313.4% | -191.4% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling