+103.1%
KRE vs XLP
+130.4%
-27.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.9% |
| 7D | -0.4% | +0.1% | -0.4% | -0.5% |
| 30D | +6.4% | +8.9% | -2.5% | -1.4% |
| 3M | -3.1% | +7.5% | -10.6% | -9.3% |
| 6M | +6.4% | +9.4% | -3.1% | -2.5% |
| YTD | +15.3% | +19.3% | -4.0% | -3.1% |
| 1Y | +23.3% | +21.7% | +1.5% | +1.6% |
| 3Y | +93.6% | +44.0% | +49.7% | +33.5% |
| 5Y | +13.2% | +42.8% | -29.6% | -21.7% |
| 10Y | +103.1% | +128.8% | -25.7% | +10.1% |
| All | +103.1% | +130.4% | -27.3% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling