+109.7%
KRE vs XLP
+126.4%
-16.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +1.0% |
| 7D | +0.3% | +0.7% | -0.5% | -0.4% |
| 30D | +4.8% | +10.3% | -5.5% | -3.9% |
| 3M | -5.1% | +6.5% | -11.6% | -10.5% |
| 6M | +3.3% | +8.4% | -5.1% | -4.5% |
| YTD | +13.3% | +18.2% | -4.9% | -3.9% |
| 1Y | +22.9% | +22.4% | +0.4% | +0.8% |
| 3Y | +82.1% | +41.9% | +40.2% | +27.5% |
| 5Y | +11.0% | +40.9% | -29.8% | -22.1% |
| All | +109.7% | +126.4% | -16.7% | +15.4% |
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 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