+13,644.9%
MA vs KRE
+154.6%
+13,490.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.4% |
| 7D | -2.7% | +1.3% | -4.0% | -3.3% |
| 30D | +1.5% | -2.7% | +4.2% | +2.8% |
| 3M | +20.4% | +8.2% | +12.2% | +15.7% |
| 6M | +11.1% | +12.8% | -1.7% | +4.3% |
| YTD | +2.0% | +17.5% | -15.5% | -6.4% |
| 1Y | -2.2% | +16.6% | -18.7% | -10.2% |
| 3Y | +41.9% | +79.5% | -37.6% | +0.3% |
| 5Y | +75.4% | +32.4% | +42.9% | +40.9% |
| 10Y | +527.5% | +124.1% | +403.4% | +243.2% |
| All | +13,644.9% | +154.6% | +13,490.3% | +6,333.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling