+568.4%
MA vs KRE
+98.5%
+469.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +11.8% | +5.9% | +5.9% | +9.2% |
| 3M | +17.2% | -3.3% | +20.5% | +18.8% |
| 6M | +33.4% | +5.8% | +27.5% | +30.0% |
| YTD | +16.1% | +14.7% | +1.4% | +9.1% |
| 1Y | +19.9% | +22.0% | -2.1% | +9.7% |
| 3Y | +70.1% | +91.6% | -21.5% | +23.5% |
| 5Y | +89.6% | +13.0% | +76.7% | +72.7% |
| 10Y | +568.4% | +94.0% | +474.4% | +376.6% |
| All | +568.4% | +98.5% | +469.9% | +376.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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