+129.9%
MRK vs KRE
+32.1%
+97.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -4.3% | -1.8% | -2.4% | -4.1% |
| 30D | +8.3% | -4.5% | +12.8% | +8.8% |
| 3M | +20.0% | +2.7% | +17.3% | +19.6% |
| 6M | +25.7% | +16.9% | +8.8% | +23.5% |
| YTD | +38.7% | +15.4% | +23.4% | +36.4% |
| 1Y | +74.7% | +16.1% | +58.6% | +71.5% |
| 3Y | +45.4% | +85.7% | -40.4% | +35.7% |
| All | +129.9% | +32.1% | +97.8% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling