+904.6%
KR vs XRT
+539.9%
+364.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +4.6% | +1.7% | +2.8% | +3.9% |
| 30D | +12.2% | +7.5% | +4.7% | +9.3% |
| 3M | +24.6% | +2.2% | +22.4% | +23.5% |
| 6M | +8.2% | +14.7% | -6.5% | +2.9% |
| YTD | +15.3% | +7.5% | +7.8% | +11.7% |
| 1Y | +9.8% | +14.1% | -4.4% | +4.0% |
| 3Y | +71.4% | +58.8% | +12.6% | +39.9% |
| 5Y | +85.1% | -3.9% | +89.0% | +78.1% |
| 10Y | +159.4% | +137.7% | +21.7% | +61.7% |
| All | +904.6% | +539.9% | +364.6% | +305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling