+1,401.3%
MCD vs KRE
+145.6%
+1,255.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +7.1% | +0.3% | +6.9% | +7.1% |
| 30D | +19.8% | +4.8% | +15.0% | +18.4% |
| 3M | +0.8% | -5.1% | +5.9% | +2.2% |
| 6M | -1.3% | +3.3% | -4.6% | -2.2% |
| YTD | -7.8% | +13.3% | -21.1% | -11.0% |
| 1Y | -5.0% | +22.9% | -27.8% | -10.2% |
| 3Y | +10.5% | +82.1% | -71.5% | -8.4% |
| 5Y | +22.0% | +11.0% | +10.9% | +13.3% |
| 10Y | +216.7% | +115.7% | +100.9% | +128.1% |
| All | +1,401.3% | +145.6% | +1,255.7% | +868.8% |
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