+151.1%
KRE vs XLY
+779.4%
-628.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.8% |
| 7D | -1.8% | -1.7% | -0.1% | -0.1% |
| 30D | -4.5% | -4.2% | -0.3% | -0.5% |
| 3M | +2.7% | -2.7% | +5.4% | +4.7% |
| 6M | +16.9% | -0.6% | +17.5% | +15.9% |
| YTD | +15.4% | -5.0% | +20.4% | +19.6% |
| 1Y | +16.1% | -4.1% | +20.2% | +18.7% |
| 3Y | +85.7% | +33.6% | +52.1% | +32.5% |
| 5Y | +33.3% | +28.7% | +4.5% | -6.5% |
| 10Y | +123.3% | +219.6% | -96.3% | -45.1% |
| All | +151.1% | +779.4% | -628.3% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling