+578.8%
MS vs KRE
+110.3%
+468.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +1.8% |
| 7D | +0.7% | -0.4% | +1.1% | +1.1% |
| 30D | -0.9% | +6.4% | -7.4% | -5.4% |
| 3M | -13.0% | -3.1% | -9.9% | -11.0% |
| 6M | -2.0% | +6.4% | -8.3% | -6.8% |
| YTD | +7.8% | +15.3% | -7.5% | -3.4% |
| 1Y | +17.9% | +23.3% | -5.4% | +0.4% |
| 3Y | +174.8% | +93.6% | +81.2% | +63.4% |
| 5Y | +119.9% | +13.2% | +106.6% | +91.0% |
| 10Y | +578.8% | +103.1% | +475.7% | +239.2% |
| All | +578.8% | +110.3% | +468.5% | +239.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling