+126.5%
KRE vs XLP
+101.7%
+24.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.2% |
| 7D | +1.3% | -1.0% | +2.3% | +2.2% |
| 30D | -2.7% | -0.9% | -1.8% | -2.1% |
| 3M | +8.2% | +3.8% | +4.4% | +4.2% |
| 6M | +12.8% | -1.7% | +14.6% | +13.9% |
| YTD | +17.5% | +10.3% | +7.2% | +6.2% |
| 1Y | +16.6% | +7.8% | +8.8% | +7.4% |
| 3Y | +79.5% | +27.2% | +52.3% | +39.3% |
| 5Y | +32.4% | +32.5% | -0.1% | -1.7% |
| All | +126.5% | +101.7% | +24.8% | +29.7% |
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 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