+40.1%
MA vs KRE
+87.7%
-47.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.1% |
| 7D | -1.8% | +2.3% | -4.1% | -2.4% |
| 30D | +1.4% | -2.5% | +3.9% | +2.1% |
| 3M | +17.7% | +6.2% | +11.5% | +15.8% |
| 6M | +9.7% | +15.8% | -6.2% | +5.3% |
| YTD | +0.5% | +16.0% | -15.5% | -3.6% |
| 1Y | -2.1% | +16.2% | -18.2% | -6.2% |
| 3Y | +40.1% | +86.4% | -46.3% | +26.0% |
| All | +40.1% | +87.7% | -47.6% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling