+121.9%
KRE vs XYL
+150.5%
-28.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -1.8% | +1.2% | -3.0% | -2.7% |
| 30D | -4.5% | -11.9% | +7.4% | +3.5% |
| 3M | +2.7% | -1.5% | +4.3% | +3.0% |
| 6M | +16.9% | -11.9% | +28.8% | +25.5% |
| YTD | +15.4% | -20.6% | +35.9% | +32.1% |
| 1Y | +16.1% | -23.5% | +39.6% | +36.2% |
| 3Y | +85.7% | +14.9% | +70.9% | +61.9% |
| 5Y | +33.3% | -15.3% | +48.6% | +39.5% |
| All | +121.9% | +150.5% | -28.6% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling