+115.7%
KRE vs XYZ
+615.2%
-499.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.7% |
| 7D | +2.3% | +2.9% | -0.5% | +1.8% |
| 30D | -2.5% | +1.4% | -3.9% | -2.9% |
| 3M | +6.2% | +14.6% | -8.3% | +3.1% |
| 6M | +15.8% | +20.8% | -4.9% | +10.8% |
| YTD | +16.0% | +23.1% | -7.1% | +9.6% |
| 1Y | +16.2% | +5.6% | +10.5% | +12.7% |
| 3Y | +86.4% | +50.9% | +35.5% | +63.2% |
| 5Y | +33.0% | -68.6% | +101.5% | +41.9% |
| 10Y | +123.0% | +580.0% | -457.0% | +31.5% |
| All | +115.7% | +615.2% | -499.5% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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