+152.5%
KRE vs XEL
+745.1%
-592.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -2.1% |
| 7D | +2.3% | +1.3% | +1.0% | +1.5% |
| 30D | -2.5% | -1.5% | -1.0% | -1.7% |
| 3M | +6.2% | -0.2% | +6.4% | +6.0% |
| 6M | +15.8% | -5.4% | +21.3% | +18.7% |
| YTD | +16.0% | +5.6% | +10.3% | +11.3% |
| 1Y | +16.2% | +10.5% | +5.7% | +7.9% |
| 3Y | +86.4% | +49.2% | +37.2% | +40.7% |
| 5Y | +33.0% | +30.1% | +2.9% | +6.2% |
| 10Y | +123.0% | +146.7% | -23.7% | +3.7% |
| All | +152.5% | +745.1% | -592.6% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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