+155.8%
KRE vs XRT
+514.3%
-358.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.3% |
| 7D | +1.3% | +0.8% | +0.5% | +0.6% |
| 30D | -2.7% | -4.2% | +1.5% | +0.7% |
| 3M | +8.2% | +5.1% | +3.1% | +3.2% |
| 6M | +12.8% | +2.4% | +10.4% | +9.7% |
| YTD | +17.5% | +3.2% | +14.3% | +13.5% |
| 1Y | +16.6% | +1.5% | +15.1% | +13.9% |
| 3Y | +79.5% | +40.6% | +38.9% | +32.5% |
| 5Y | +32.4% | -1.0% | +33.4% | +26.2% |
| 10Y | +124.1% | +128.4% | -4.3% | -9.4% |
| All | +155.8% | +514.3% | -358.5% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling