+152.5%
KRE vs XHB
+263.1%
-110.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | +0.5% |
| 7D | +2.3% | +0.2% | +2.1% | +2.2% |
| 30D | -2.5% | -9.1% | +6.6% | +4.1% |
| 3M | +6.2% | -2.3% | +8.5% | +6.9% |
| 6M | +15.8% | -4.1% | +19.9% | +17.3% |
| YTD | +16.0% | -1.7% | +17.7% | +14.9% |
| 1Y | +16.2% | -15.1% | +31.3% | +27.5% |
| 3Y | +86.4% | +26.8% | +59.6% | +50.2% |
| 5Y | +33.0% | +37.3% | -4.4% | -1.4% |
| 10Y | +123.0% | +205.7% | -82.7% | -9.7% |
| All | +152.5% | +263.1% | -110.6% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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