+1,432.0%
MCD vs KRE
+148.6%
+1,283.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | +7.3% | +0.3% | +7.0% | +7.2% |
| 30D | +20.0% | +5.9% | +14.0% | +18.3% |
| 3M | +3.8% | -3.3% | +7.1% | +4.7% |
| 6M | +3.8% | +5.8% | -2.1% | +2.2% |
| YTD | -5.9% | +14.7% | -20.6% | -9.5% |
| 1Y | -3.2% | +22.0% | -25.2% | -8.4% |
| 3Y | +13.3% | +91.6% | -78.3% | -7.4% |
| 5Y | +25.2% | +13.0% | +12.3% | +15.8% |
| 10Y | +213.3% | +94.0% | +119.4% | +132.4% |
| All | +1,432.0% | +148.6% | +1,283.4% | +885.6% |
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