+11.5%
KRE vs XLC
+41.0%
-29.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.1% |
| 7D | +0.3% | +3.1% | -2.8% | -1.8% |
| 30D | +5.0% | -4.2% | +9.2% | +8.0% |
| 3M | -5.7% | -2.1% | -3.6% | -4.7% |
| 6M | +7.5% | -6.6% | +14.1% | +12.0% |
| YTD | +13.8% | -7.8% | +21.6% | +19.5% |
| 1Y | +20.7% | -4.1% | +24.8% | +23.1% |
| 3Y | +90.1% | +62.6% | +27.5% | +35.2% |
| 5Y | +11.5% | +39.6% | -28.1% | -12.7% |
| All | +11.5% | +41.0% | -29.4% | -12.7% |
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