+33.1%
KRE vs XYL
-15.8%
+48.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -1.4% | -1.2% | -0.2% | -0.9% |
| 30D | -3.9% | -13.2% | +9.3% | +3.2% |
| 3M | +3.6% | -0.2% | +3.8% | +3.1% |
| 6M | +15.4% | -12.5% | +27.9% | +22.7% |
| YTD | +15.2% | -20.9% | +36.1% | +28.8% |
| 1Y | +16.5% | -21.6% | +38.0% | +30.7% |
| 3Y | +85.2% | +16.1% | +69.0% | +67.3% |
| 5Y | +33.1% | -15.6% | +48.7% | +25.6% |
| All | +33.1% | -15.8% | +48.9% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling