+499.0%
MA vs KRE
+124.5%
+374.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -3.5% | -1.4% | -2.1% | -2.9% |
| 30D | +0.7% | -3.9% | +4.6% | +2.3% |
| 3M | +15.8% | +3.6% | +12.2% | +14.0% |
| 6M | +10.2% | +15.4% | -5.2% | +3.5% |
| YTD | -0.5% | +15.2% | -15.7% | -6.6% |
| 1Y | -1.8% | +16.5% | -18.3% | -8.5% |
| 3Y | +38.7% | +85.2% | -46.4% | +2.2% |
| 5Y | +67.6% | +33.1% | +34.5% | +41.4% |
| All | +499.0% | +124.5% | +374.4% | +282.8% |
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