+386.5%
KRE vs XYL
+466.0%
-79.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.2% | -3.0% |
| 7D | +2.3% | +1.8% | +0.5% | +1.2% |
| 30D | -2.5% | -9.2% | +6.7% | +3.0% |
| 3M | +6.2% | -0.3% | +6.5% | +5.7% |
| 6M | +15.8% | -11.0% | +26.8% | +22.9% |
| YTD | +16.0% | -19.2% | +35.2% | +29.9% |
| 1Y | +16.2% | -21.2% | +37.4% | +32.0% |
| 3Y | +86.4% | +18.6% | +67.8% | +63.0% |
| 5Y | +33.0% | -14.3% | +47.3% | +37.5% |
| 10Y | +123.0% | +141.0% | -18.0% | +30.7% |
| All | +386.5% | +466.0% | -79.5% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling