+184.7%
MS vs KRE
+88.8%
+95.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | -0.1% |
| 7D | +1.4% | +1.3% | +0.1% | +0.5% |
| 30D | -0.3% | -2.7% | +2.4% | +1.6% |
| 3M | +0.3% | +8.2% | -7.9% | -5.4% |
| 6M | +31.3% | +12.8% | +18.5% | +20.3% |
| YTD | +24.7% | +17.5% | +7.2% | +11.2% |
| 1Y | +47.9% | +16.6% | +31.3% | +32.1% |
| All | +184.7% | +88.8% | +95.9% | +85.4% |
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 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