+183.9%
MCD vs KRE
+122.2%
+61.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -2.0% | +2.3% | -4.4% | -2.6% |
| 30D | -6.1% | -2.5% | -3.6% | -5.6% |
| 3M | -7.3% | +6.2% | -13.5% | -8.7% |
| 6M | -20.9% | +15.8% | -36.8% | -23.8% |
| YTD | -14.7% | +16.0% | -30.7% | -18.0% |
| 1Y | -16.1% | +16.2% | -32.3% | -19.6% |
| 3Y | -1.5% | +86.4% | -87.9% | -18.8% |
| 5Y | +20.4% | +33.0% | -12.5% | +7.3% |
| All | +183.9% | +122.2% | +61.7% | +97.9% |
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