+847.8%
MU vs KRE
+10.5%
+837.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | -22.0% | +0.3% | -22.3% | -22.1% |
| 30D | -36.6% | +4.8% | -41.4% | -38.3% |
| 3M | -21.7% | -5.1% | -16.6% | -19.5% |
| 6M | +3.5% | +3.3% | +0.3% | +0.3% |
| YTD | +141.9% | +13.3% | +128.6% | +120.0% |
| 1Y | +189.8% | +22.9% | +167.0% | +150.5% |
| 3Y | +855.4% | +82.1% | +773.3% | +542.8% |
| All | +847.8% | +10.5% | +837.4% | +869.8% |
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