+148.6%
KRE vs XRT
+539.9%
-391.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | -0.1% |
| 7D | +0.7% | +1.7% | -1.0% | -0.8% |
| 30D | +6.1% | +7.5% | -1.4% | -0.5% |
| 3M | -5.9% | +2.2% | -8.1% | -8.2% |
| 6M | +9.6% | +14.7% | -5.1% | -3.5% |
| YTD | +14.2% | +7.5% | +6.7% | +6.0% |
| 1Y | +22.5% | +14.1% | +8.4% | +8.0% |
| 3Y | +90.4% | +58.8% | +31.6% | +25.9% |
| 5Y | +11.9% | -3.9% | +15.8% | +9.4% |
| 10Y | +88.8% | +137.7% | -48.9% | -26.5% |
| All | +148.6% | +539.9% | -391.3% | -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