+1,288.2%
MCD vs KRE
+154.6%
+1,133.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.1% | -1.7% |
| 7D | -2.8% | +1.3% | -4.1% | -3.2% |
| 30D | -6.0% | -2.7% | -3.3% | -5.4% |
| 3M | -5.6% | +8.2% | -13.8% | -7.5% |
| 6M | -21.9% | +12.8% | -34.7% | -24.4% |
| YTD | -14.7% | +17.5% | -32.2% | -18.5% |
| 1Y | -17.3% | +16.6% | -33.8% | -21.0% |
| 3Y | -2.2% | +79.5% | -81.6% | -18.7% |
| 5Y | +20.3% | +32.4% | -12.1% | +6.2% |
| 10Y | +180.7% | +124.1% | +56.6% | +100.0% |
| All | +1,288.2% | +154.6% | +1,133.6% | +787.4% |
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