+30.9%
KRE vs XLC
+37.1%
-6.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.7% |
| 7D | -1.1% | -1.4% | +0.4% | -0.1% |
| 30D | -3.4% | -0.9% | -2.5% | -2.9% |
| 3M | +3.7% | -0.3% | +4.0% | +3.6% |
| 6M | +14.8% | -5.2% | +19.9% | +18.7% |
| YTD | +14.7% | -5.3% | +20.0% | +18.6% |
| 1Y | +16.0% | -2.8% | +18.8% | +17.7% |
| 3Y | +84.3% | +71.2% | +13.0% | +27.1% |
| 5Y | +30.9% | +37.6% | -6.7% | +2.9% |
| All | +30.9% | +37.1% | -6.3% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling