+155.8%
KRE vs XME
+242.3%
-86.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -2.7% | +6.0% | -8.7% | -5.8% |
| 3M | +8.2% | -7.7% | +15.9% | +10.9% |
| 6M | +12.8% | +1.0% | +11.9% | +9.7% |
| YTD | +17.5% | +14.6% | +2.9% | +6.2% |
| 1Y | +16.6% | +46.0% | -29.4% | -7.7% |
| 3Y | +79.5% | +127.0% | -47.6% | +13.2% |
| 5Y | +32.4% | +175.8% | -143.4% | -26.5% |
| 10Y | +124.1% | +414.6% | -290.5% | -10.4% |
| All | +155.8% | +242.3% | -86.5% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling