+92.3%
MA vs KRE
+10.5%
+81.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | +14.7% | +4.8% | +9.9% | +12.9% |
| 3M | +13.5% | -5.1% | +18.6% | +15.5% |
| 6M | +33.1% | +3.3% | +29.8% | +31.5% |
| YTD | +15.1% | +13.3% | +1.7% | +9.8% |
| 1Y | +18.7% | +22.9% | -4.1% | +10.1% |
| 3Y | +72.1% | +82.1% | -10.0% | +34.6% |
| All | +92.3% | +10.5% | +81.8% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling