+149.3%
KRE vs XLB
+433.4%
-284.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.5% |
| 7D | -1.6% | -1.6% | 0.0% | -0.1% |
| 30D | +4.9% | +7.2% | -2.4% | -1.8% |
| 3M | -4.5% | 0.0% | -4.5% | -4.8% |
| 6M | +7.7% | +2.3% | +5.3% | +4.5% |
| YTD | +14.5% | +18.4% | -3.9% | -3.8% |
| 1Y | +21.5% | +23.3% | -1.8% | -1.8% |
| 3Y | +91.2% | +45.2% | +46.1% | +33.3% |
| 5Y | +11.8% | +31.0% | -19.2% | -14.0% |
| 10Y | +89.3% | +168.8% | -79.4% | -21.7% |
| All | +149.3% | +433.4% | -284.1% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling