+33.1%
KRE vs XPO
+257.8%
-224.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -1.4% | -1.3% | -0.1% | -1.1% |
| 30D | -3.9% | -10.4% | +6.4% | -0.8% |
| 3M | +3.6% | -15.7% | +19.3% | +8.6% |
| 6M | +15.4% | -6.3% | +21.7% | +16.4% |
| YTD | +15.2% | +34.2% | -18.9% | +3.2% |
| 1Y | +16.5% | +39.9% | -23.5% | +2.2% |
| 3Y | +85.2% | +155.2% | -70.1% | +30.3% |
| 5Y | +33.1% | +264.7% | -231.6% | -21.5% |
| All | +33.1% | +257.8% | -224.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 5y: compounded portfolio wealth divided by compounded XPO 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…
5y analysis · Full analysis span regression · 6 months rolling