+112.4%
MS vs KRE
+10.5%
+102.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.7% |
| 3M | -14.6% | -5.1% | -9.5% | -11.7% |
| 6M | -5.1% | +3.3% | -8.4% | -7.5% |
| YTD | +4.5% | +13.3% | -8.8% | -4.0% |
| 1Y | +13.5% | +22.9% | -9.3% | -1.1% |
| 3Y | +160.4% | +82.1% | +78.3% | +75.5% |
| All | +112.4% | +10.5% | +102.0% | +98.0% |
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