+11.4%
KRE vs XLP
+44.5%
-33.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.6% |
| 7D | +0.7% | +2.5% | -1.8% | -0.9% |
| 30D | +6.1% | +7.3% | -1.2% | +1.2% |
| 3M | -5.9% | +8.1% | -14.0% | -10.9% |
| 6M | +9.6% | +10.5% | -0.9% | +1.9% |
| YTD | +14.2% | +21.2% | -7.0% | -1.7% |
| 1Y | +22.5% | +22.7% | -0.2% | +4.4% |
| 3Y | +90.4% | +44.8% | +45.6% | +38.3% |
| All | +11.4% | +44.5% | -33.0% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling