+26.9%
KRE vs XLP
+24.3%
+2.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.6% | +0.7% |
| 7D | +2.8% | +5.9% | -3.1% | +1.1% |
| 30D | +5.3% | +13.5% | -8.1% | +1.7% |
| 3M | -4.2% | +8.4% | -12.6% | -6.4% |
| 6M | +8.7% | +11.5% | -2.9% | +5.3% |
| YTD | +16.4% | +20.6% | -4.3% | +6.1% |
| 1Y | +26.9% | +24.3% | +2.6% | +12.7% |
| All | +26.9% | +24.3% | +2.6% | +12.7% |
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