+89.3%
KRE vs XLP
+137.2%
-47.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.6% |
| 7D | -1.6% | -0.5% | -1.1% | -1.1% |
| 30D | +4.9% | +8.3% | -3.5% | -2.4% |
| 3M | -4.5% | +8.7% | -13.2% | -11.6% |
| 6M | +7.7% | +11.2% | -3.5% | -2.8% |
| YTD | +14.5% | +20.0% | -5.5% | -4.4% |
| 1Y | +21.5% | +21.3% | +0.2% | +0.4% |
| 3Y | +91.2% | +43.8% | +47.4% | +31.5% |
| 5Y | +11.8% | +43.3% | -31.6% | -23.3% |
| 10Y | +89.3% | +136.8% | -47.4% | +0.2% |
| All | +89.3% | +137.2% | -47.8% | +0.2% |
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