+16.6%
KRE vs XLP
+7.6%
+8.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +1.3% | -1.0% | +2.3% | +1.6% |
| 30D | -2.7% | -0.9% | -1.8% | -2.5% |
| 3M | +8.2% | +3.8% | +4.4% | +6.9% |
| 6M | +12.8% | -1.7% | +14.6% | +12.9% |
| YTD | +17.5% | +10.3% | +7.2% | +9.7% |
| 1Y | +16.6% | +7.8% | +8.8% | +8.4% |
| All | +16.6% | +7.6% | +8.9% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling