+121.9%
KRE vs XME
+421.4%
-299.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.7% |
| 7D | -1.8% | -4.2% | +2.4% | +0.5% |
| 30D | -4.5% | -2.7% | -1.8% | -3.4% |
| 3M | +2.7% | -3.9% | +6.7% | +3.6% |
| 6M | +16.9% | -1.0% | +17.8% | +13.9% |
| YTD | +15.4% | +9.8% | +5.5% | +4.0% |
| 1Y | +16.1% | +32.5% | -16.5% | -8.6% |
| 3Y | +85.7% | +124.3% | -38.6% | +2.5% |
| 5Y | +33.3% | +165.8% | -132.5% | -38.1% |
| All | +121.9% | +421.4% | -299.4% | -40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling