+121.9%
KRE vs XLU
+140.5%
-18.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -1.8% | -1.6% | -0.2% | -0.9% |
| 30D | -4.5% | -3.3% | -1.2% | -2.6% |
| 3M | +2.7% | -3.2% | +5.9% | +4.5% |
| 6M | +16.9% | -7.0% | +23.8% | +21.6% |
| YTD | +15.4% | +0.6% | +14.7% | +14.0% |
| 1Y | +16.1% | +2.4% | +13.6% | +13.3% |
| 3Y | +85.7% | +46.3% | +39.5% | +43.1% |
| 5Y | +33.3% | +44.0% | -10.7% | +2.3% |
| All | +121.9% | +140.5% | -18.5% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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