+711.6%
KR vs XRT
+501.1%
+210.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.6% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +1.5% | -5.6% | +7.2% | +3.6% |
| 3M | -8.5% | +2.5% | -11.1% | -9.4% |
| 6M | -21.9% | +3.7% | -25.5% | -23.2% |
| YTD | -6.9% | +1.0% | -7.8% | -7.7% |
| 1Y | -14.0% | -1.2% | -12.8% | -14.3% |
| 3Y | +30.3% | +43.4% | -13.1% | +10.4% |
| 5Y | +37.7% | -0.7% | +38.5% | +30.2% |
| 10Y | +125.2% | +123.7% | +1.5% | +43.4% |
| All | +711.6% | +501.1% | +210.5% | +235.0% |
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