+30.9%
KRE vs XLB
+35.5%
-4.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.2% |
| 7D | -1.1% | -2.9% | +1.9% | +1.7% |
| 30D | -3.4% | -3.4% | 0.0% | -0.3% |
| 3M | +3.7% | +1.6% | +2.1% | +1.6% |
| 6M | +14.8% | +3.6% | +11.1% | +9.8% |
| YTD | +14.7% | +14.2% | +0.4% | -1.2% |
| 1Y | +16.0% | +15.6% | +0.4% | -1.3% |
| 3Y | +84.3% | +33.1% | +51.1% | +37.0% |
| 5Y | +30.9% | +35.0% | -4.2% | -4.3% |
| All | +30.9% | +35.5% | -4.6% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling