+149.6%
KRE vs XLU
+441.5%
-291.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.3% |
| 7D | -1.1% | +0.6% | -1.7% | -1.5% |
| 30D | -3.4% | -0.4% | -3.0% | -3.1% |
| 3M | +3.7% | -1.7% | +5.4% | +4.8% |
| 6M | +14.8% | -7.1% | +21.9% | +20.7% |
| YTD | +14.7% | +1.9% | +12.7% | +11.9% |
| 1Y | +16.0% | +6.1% | +9.9% | +9.5% |
| 3Y | +84.3% | +48.8% | +35.5% | +31.8% |
| 5Y | +30.9% | +43.8% | -12.9% | -5.8% |
| 10Y | +122.0% | +143.2% | -21.2% | -0.7% |
| All | +149.6% | +441.5% | -291.9% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling