+86.8%
KRE vs XLC
+71.5%
+15.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | +2.3% | +0.6% | +1.7% | +1.9% |
| 30D | -2.5% | +0.2% | -2.7% | -2.8% |
| 3M | +6.2% | +0.6% | +5.6% | +5.3% |
| 6M | +15.8% | -4.5% | +20.3% | +19.7% |
| YTD | +16.0% | -4.7% | +20.7% | +19.9% |
| 1Y | +16.2% | -1.7% | +17.8% | +16.8% |
| All | +86.8% | +71.5% | +15.3% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling