+9.0%
MSFT vs KRE
+27.2%
-18.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +6.7% |
| 7D | +4.7% | +2.8% | +1.9% | +4.8% |
| 30D | +5.8% | +5.3% | +0.5% | +6.0% |
| 3M | +13.0% | -4.2% | +17.2% | +12.9% |
| 6M | +34.9% | +8.7% | +26.2% | +36.0% |
| YTD | +15.7% | +16.4% | -0.7% | +19.4% |
| 1Y | +9.0% | +26.9% | -17.9% | +14.1% |
| All | +9.0% | +27.2% | -18.3% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling