+43.5%
KRE vs XLC
+145.0%
-101.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.6% |
| 7D | -1.8% | +0.5% | -2.3% | -2.2% |
| 30D | -4.5% | +2.1% | -6.6% | -6.1% |
| 3M | +2.7% | +0.7% | +2.1% | +1.8% |
| 6M | +16.9% | -3.2% | +20.1% | +19.3% |
| YTD | +15.4% | -3.8% | +19.2% | +18.2% |
| 1Y | +16.1% | -2.0% | +18.1% | +17.2% |
| 3Y | +85.7% | +71.4% | +14.4% | +20.3% |
| 5Y | +33.3% | +40.7% | -7.4% | +0.8% |
| All | +43.5% | +145.0% | -101.4% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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