+298.2%
KRE vs MXL
+286.3%
+11.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.0% |
| 7D | -1.4% | +16.6% | -18.1% | -4.0% |
| 30D | -3.9% | +0.5% | -4.4% | -4.6% |
| 3M | +3.6% | -3.6% | +7.3% | -0.2% |
| 6M | +15.4% | +328.0% | -312.6% | -23.6% |
| YTD | +15.2% | +297.8% | -282.6% | -23.0% |
| 1Y | +16.5% | +339.4% | -323.0% | -24.6% |
| 3Y | +85.2% | +201.7% | -116.6% | +16.0% |
| 5Y | +33.1% | +32.8% | +0.3% | -6.0% |
| 10Y | +123.1% | +274.8% | -151.8% | +10.9% |
| All | +298.2% | +286.3% | +11.9% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling