+3,180.6%
MSFT vs KRE
+147.5%
+3,033.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | -1.8% | +6.1% | -8.0% | -3.9% |
| 3M | +5.6% | -5.9% | +11.5% | +7.9% |
| 6M | +29.8% | +9.6% | +20.2% | +25.2% |
| YTD | +9.0% | +14.2% | -5.2% | +3.1% |
| 1Y | +4.9% | +22.5% | -17.6% | -3.5% |
| 3Y | +46.2% | +90.4% | -44.1% | +10.5% |
| 5Y | +62.1% | +11.9% | +50.2% | +46.8% |
| 10Y | +899.6% | +88.8% | +810.8% | +571.5% |
| All | +3,180.6% | +147.5% | +3,033.2% | +1,644.3% |
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