+4,273.9%
MU vs KRE
+145.6%
+4,128.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -38.8% |
| 3M | -21.7% | -5.1% | -16.6% | -19.1% |
| 6M | +3.5% | +3.3% | +0.3% | -0.5% |
| YTD | +141.9% | +13.3% | +128.6% | +116.3% |
| 1Y | +189.8% | +22.9% | +167.0% | +144.4% |
| 3Y | +855.4% | +82.1% | +773.3% | +491.5% |
| 5Y | +869.2% | +11.0% | +858.1% | +733.8% |
| 10Y | +4,142.8% | +115.7% | +4,027.1% | +1,877.9% |
| All | +4,273.9% | +145.6% | +4,128.3% | +1,579.0% |
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