+160.4%
MS vs KRE
+79.4%
+81.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.4% |
| 7D | -1.6% | +0.3% | -1.8% | -1.6% |
| 30D | -3.8% | +4.8% | -8.6% | -6.8% |
| 3M | -14.6% | -5.1% | -9.5% | -11.6% |
| 6M | -5.1% | +3.3% | -8.4% | -7.6% |
| YTD | +4.5% | +13.3% | -8.8% | -4.5% |
| 1Y | +13.5% | +22.9% | -9.3% | -1.9% |
| 3Y | +160.4% | +82.1% | +78.3% | +77.8% |
| All | +160.4% | +79.4% | +81.0% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling