+45.3%
MO vs KRE
+27.2%
+18.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.3% |
| 7D | +6.9% | +2.8% | +4.1% | +6.7% |
| 30D | +14.9% | +5.3% | +9.6% | +14.7% |
| 3M | +16.4% | -4.2% | +20.7% | +16.4% |
| 6M | +9.6% | +8.7% | +0.9% | +9.9% |
| YTD | +41.8% | +16.4% | +25.5% | +41.5% |
| 1Y | +45.3% | +26.9% | +18.5% | +43.2% |
| All | +45.3% | +27.2% | +18.1% | +43.2% |
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