+122.9%
MS vs KRE
+11.4%
+111.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +5.1% | +0.7% | +4.3% | +4.6% |
| 30D | +5.7% | +6.1% | -0.5% | +1.7% |
| 3M | -12.2% | -5.9% | -6.3% | -8.7% |
| 6M | -0.5% | +9.6% | -10.1% | -6.7% |
| YTD | +9.8% | +14.2% | -4.4% | +0.4% |
| 1Y | +17.7% | +22.5% | -4.8% | +2.7% |
| 3Y | +176.8% | +90.4% | +86.5% | +81.6% |
| All | +122.9% | +11.4% | +111.5% | +107.1% |
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