+133.4%
KR vs XHB
+215.4%
-82.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.5% |
| 7D | -0.2% | -4.6% | +4.5% | +0.4% |
| 30D | +5.1% | -9.1% | +14.2% | +6.3% |
| 3M | -8.2% | -8.6% | +0.4% | -7.3% |
| 6M | -18.0% | -4.0% | -14.0% | -17.9% |
| YTD | -4.8% | -3.9% | -0.8% | -4.8% |
| 1Y | -11.0% | -16.5% | +5.4% | -9.4% |
| 3Y | +37.7% | +22.6% | +15.1% | +29.7% |
| 5Y | +52.8% | +33.9% | +18.8% | +39.4% |
| All | +133.4% | +215.4% | -82.0% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling