+83.8%
KRE vs XLB
+163.6%
-79.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | +0.7% | +0.5% | +0.2% | +0.2% |
| 30D | +6.1% | +5.2% | +1.0% | +0.6% |
| 3M | -5.9% | +0.3% | -6.2% | -6.5% |
| 6M | +9.6% | +1.2% | +8.4% | +7.1% |
| YTD | +14.2% | +16.6% | -2.5% | -5.1% |
| 1Y | +22.5% | +21.4% | +1.1% | -2.6% |
| 3Y | +90.4% | +43.2% | +47.1% | +26.6% |
| 5Y | +11.9% | +28.0% | -16.2% | -16.0% |
| All | +83.8% | +163.6% | -79.7% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling