+576.2%
MS vs KRE
+154.6%
+421.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | -0.3% |
| 7D | +1.4% | +1.3% | +0.1% | +0.1% |
| 30D | -0.3% | -2.7% | +2.4% | +2.3% |
| 3M | +0.3% | +8.2% | -7.9% | -7.7% |
| 6M | +31.3% | +12.8% | +18.5% | +15.9% |
| YTD | +24.7% | +17.5% | +7.2% | +5.5% |
| 1Y | +47.9% | +16.6% | +31.3% | +24.8% |
| 3Y | +178.3% | +79.5% | +98.9% | +45.6% |
| 5Y | +144.9% | +32.4% | +112.5% | +61.0% |
| 10Y | +804.5% | +124.1% | +680.4% | +187.9% |
| All | +576.2% | +154.6% | +421.6% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling