+5,042.9%
MU vs KRE
+148.2%
+4,894.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.2% | +12.1% | +12.0% |
| 7D | +2.0% | -1.6% | +3.6% | +3.5% |
| 30D | -18.0% | +4.9% | -22.8% | -20.7% |
| 3M | -6.6% | -4.5% | -2.1% | -3.9% |
| 6M | +2.0% | +7.7% | -5.6% | -4.6% |
| YTD | +184.5% | +14.5% | +169.9% | +152.7% |
| 1Y | +236.9% | +21.5% | +215.3% | +186.5% |
| 3Y | +987.0% | +91.2% | +895.7% | +550.4% |
| 5Y | +1,014.6% | +11.8% | +1,002.9% | +855.0% |
| 10Y | +4,609.2% | +89.3% | +4,519.9% | +2,345.3% |
| All | +5,042.9% | +148.2% | +4,894.7% | +1,860.7% |
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