+121.9%
KRE vs XLY
+220.9%
-99.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.6% |
| 7D | -1.8% | -1.7% | -0.1% | -0.4% |
| 30D | -4.5% | -4.2% | -0.3% | -1.1% |
| 3M | +2.7% | -2.7% | +5.4% | +4.5% |
| 6M | +16.9% | -0.6% | +17.5% | +16.2% |
| YTD | +15.4% | -5.0% | +20.4% | +19.1% |
| 1Y | +16.1% | -4.1% | +20.2% | +18.5% |
| 3Y | +85.7% | +33.6% | +52.1% | +40.6% |
| 5Y | +33.3% | +28.7% | +4.5% | +1.0% |
| All | +121.9% | +220.9% | -99.0% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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