+26.9%
KRE vs XME
+5.2%
+21.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +2.8% | -5.5% | +8.3% | +3.5% |
| 30D | +5.3% | -11.1% | +16.4% | +6.8% |
| 3M | -4.2% | -11.1% | +6.9% | -3.1% |
| 6M | +8.7% | -18.0% | +26.7% | +11.0% |
| YTD | +16.4% | -7.4% | +23.8% | +13.9% |
| 1Y | +26.9% | +6.7% | +20.2% | +18.9% |
| All | +26.9% | +5.2% | +21.7% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling