+83.8%
KRE vs XRT
+136.4%
-52.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +0.7% | +1.7% | -1.0% | -0.6% |
| 30D | +6.1% | +7.5% | -1.4% | +0.3% |
| 3M | -5.9% | +2.2% | -8.1% | -7.9% |
| 6M | +9.6% | +14.7% | -5.1% | -1.9% |
| YTD | +14.2% | +7.5% | +6.7% | +7.2% |
| 1Y | +22.5% | +14.1% | +8.4% | +9.9% |
| 3Y | +90.4% | +58.8% | +31.6% | +33.7% |
| 5Y | +11.9% | -3.9% | +15.8% | +11.0% |
| All | +83.8% | +136.4% | -52.5% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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