+193.4%
MCD vs KRE
+86.5%
+106.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -1.6% | +0.7% | -2.4% | -1.8% |
| 30D | +14.1% | +6.1% | +8.0% | +12.6% |
| 3M | +0.6% | -5.9% | +6.5% | +2.1% |
| 6M | 0.0% | +9.6% | -9.6% | -2.2% |
| YTD | -9.3% | +14.2% | -23.5% | -12.5% |
| 1Y | -9.3% | +22.5% | -31.8% | -14.0% |
| 3Y | +8.6% | +90.4% | -81.8% | -10.9% |
| 5Y | +21.9% | +11.9% | +10.0% | +14.7% |
| All | +193.4% | +86.5% | +106.9% | +116.9% |
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