+92.1%
KR vs XLRE
+109.5%
-17.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.5% |
| 7D | -0.2% | -1.2% | +1.0% | +0.1% |
| 30D | +5.1% | -2.4% | +7.5% | +5.6% |
| 3M | -8.2% | -2.5% | -5.7% | -7.6% |
| 6M | -18.0% | +4.0% | -22.0% | -18.7% |
| YTD | -4.8% | +9.3% | -14.1% | -6.6% |
| 1Y | -11.0% | +5.6% | -16.6% | -12.1% |
| 3Y | +37.7% | +31.3% | +6.4% | +28.7% |
| 5Y | +52.8% | +9.5% | +43.2% | +47.6% |
| 10Y | +128.8% | +89.0% | +39.8% | +91.5% |
| All | +92.1% | +109.5% | -17.4% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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