+72.3%
MSFT vs KRE
+31.8%
+40.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -1.0% | -1.1% | 0.0% | -0.8% |
| 30D | -2.7% | -3.4% | +0.7% | -1.8% |
| 3M | +22.1% | +3.7% | +18.4% | +20.9% |
| 6M | +20.6% | +14.8% | +5.8% | +16.0% |
| YTD | +2.3% | +14.7% | -12.4% | -1.8% |
| 1Y | -0.5% | +16.0% | -16.6% | -5.2% |
| 3Y | +50.5% | +84.3% | -33.7% | +21.5% |
| 5Y | +72.3% | +30.9% | +41.5% | +66.4% |
| All | +72.3% | +31.8% | +40.5% | +66.4% |
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 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