+20.7%
KRE vs XRT
+12.4%
+8.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | +0.5% |
| 7D | +0.3% | -0.4% | +0.7% | +0.5% |
| 30D | +5.0% | +7.5% | -2.5% | +0.4% |
| 3M | -5.7% | +2.3% | -8.1% | -7.2% |
| 6M | +7.5% | +12.8% | -5.3% | -1.7% |
| YTD | +13.8% | +7.1% | +6.8% | +8.5% |
| 1Y | +20.7% | +12.3% | +8.4% | +10.8% |
| All | +20.7% | +12.4% | +8.3% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling