+3,029.2%
MSFT vs KRE
+154.6%
+2,874.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.2% |
| 7D | -2.7% | +1.3% | -4.0% | -3.2% |
| 30D | +2.7% | -2.7% | +5.4% | +3.6% |
| 3M | +17.0% | +8.2% | +8.8% | +13.5% |
| 6M | +23.8% | +12.8% | +11.0% | +18.1% |
| YTD | +4.0% | +17.5% | -13.5% | -2.6% |
| 1Y | -0.8% | +16.6% | -17.4% | -7.3% |
| 3Y | +55.6% | +79.5% | -23.9% | +20.0% |
| 5Y | +72.9% | +32.4% | +40.5% | +46.6% |
| 10Y | +875.8% | +124.1% | +751.7% | +510.3% |
| All | +3,029.2% | +154.6% | +2,874.6% | +1,548.0% |
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 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