+21.8%
KRE vs XLP
+22.0%
-0.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +0.3% | +2.3% | -2.1% | -0.4% |
| 30D | +5.9% | +9.1% | -3.2% | +3.4% |
| 3M | -3.3% | +7.9% | -11.2% | -5.4% |
| 6M | +5.8% | +9.6% | -3.8% | +3.1% |
| YTD | +14.7% | +19.4% | -4.7% | +4.7% |
| All | +21.8% | +22.0% | -0.2% | +9.8% |
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