+34.0%
KR vs XRT
+39.2%
-5.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -2.7% | -3.6% | +0.9% | -2.4% |
| 30D | +1.9% | -6.7% | +8.6% | +2.5% |
| 3M | -11.0% | -1.4% | -9.7% | -10.8% |
| 6M | -20.2% | +1.7% | -21.9% | -20.1% |
| YTD | -7.3% | -1.5% | -5.8% | -6.9% |
| 1Y | -13.1% | -2.5% | -10.6% | -12.8% |
| All | +34.0% | +39.2% | -5.2% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 3y: compounded portfolio wealth divided by compounded XRT 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…
3y analysis · Full analysis span regression · 6 months rolling