+52.0%
KR vs XRT
-1.7%
+53.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.5% |
| 7D | -0.2% | -3.2% | +3.0% | +0.4% |
| 30D | +5.1% | -4.5% | +9.5% | +5.8% |
| 3M | -8.2% | -3.1% | -5.1% | -7.7% |
| 6M | -18.0% | +4.2% | -22.2% | -18.6% |
| YTD | -4.8% | -0.1% | -4.7% | -4.8% |
| 1Y | -11.0% | -3.0% | -8.0% | -10.8% |
| 3Y | +37.7% | +41.8% | -4.1% | +27.0% |
| All | +52.0% | -1.7% | +53.8% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling