+6,343.2%
MU vs KRE
+154.6%
+6,188.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +5.7% |
| 7D | +9.0% | +1.3% | +7.7% | +8.0% |
| 30D | +13.8% | -2.7% | +16.5% | +16.0% |
| 3M | +2.1% | +8.2% | -6.1% | -4.2% |
| 6M | +153.8% | +12.8% | +141.0% | +130.1% |
| YTD | +256.4% | +17.5% | +238.9% | +212.1% |
| 1Y | +719.8% | +16.6% | +703.2% | +617.1% |
| 3Y | +1,360.4% | +79.5% | +1,280.9% | +811.5% |
| 5Y | +1,312.4% | +32.4% | +1,280.0% | +969.6% |
| 10Y | +6,142.6% | +124.1% | +6,018.4% | +2,738.5% |
| All | +6,343.2% | +154.6% | +6,188.6% | +2,321.7% |
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