+147.8%
KRE vs XRT
+537.3%
-389.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | +1.0% |
| 7D | +0.3% | -0.4% | +0.7% | +0.6% |
| 30D | +5.0% | +7.5% | -2.5% | -1.6% |
| 3M | -5.7% | +2.3% | -8.1% | -8.2% |
| 6M | +7.5% | +12.8% | -5.3% | -4.0% |
| YTD | +13.8% | +7.1% | +6.8% | +6.1% |
| 1Y | +20.7% | +12.3% | +8.4% | +7.9% |
| 3Y | +90.1% | +57.0% | +33.1% | +27.0% |
| 5Y | +11.5% | -4.3% | +15.8% | +9.5% |
| 10Y | +88.2% | +136.7% | -48.5% | -26.5% |
| All | +147.8% | +537.3% | -389.4% | -66.4% |
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