+86.4%
KRE vs XRT
+42.5%
+43.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | +0.5% |
| 7D | +2.3% | -0.3% | +2.6% | +2.5% |
| 30D | -2.5% | -5.6% | +3.1% | +2.1% |
| 3M | +6.2% | +2.5% | +3.7% | +3.4% |
| 6M | +15.8% | +3.7% | +12.2% | +11.3% |
| YTD | +16.0% | +1.0% | +15.0% | +14.1% |
| 1Y | +16.2% | -1.2% | +17.4% | +16.2% |
| 3Y | +86.4% | +43.4% | +43.0% | +26.3% |
| All | +86.4% | +42.5% | +43.9% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling