-16.8%
MCD vs KRE
+14.9%
-31.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.8% |
| 7D | -2.9% | -1.1% | -1.8% | -2.8% |
| 30D | -6.7% | -3.4% | -3.3% | -6.4% |
| 3M | -9.6% | +3.7% | -13.3% | -9.9% |
| 6M | -22.3% | +14.8% | -37.1% | -23.3% |
| YTD | -15.4% | +14.7% | -30.1% | -17.2% |
| 1Y | -16.8% | +16.0% | -32.8% | -20.2% |
| All | -16.8% | +14.9% | -31.7% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling