+19.9%
XBI vs KR
+52.3%
-32.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.3% |
| 7D | -4.6% | -0.2% | -4.5% | -4.6% |
| 30D | -2.0% | +5.1% | -7.1% | -1.9% |
| 3M | +17.8% | -8.2% | +25.9% | +17.7% |
| 6M | +23.7% | -18.0% | +41.7% | +23.7% |
| YTD | +28.2% | -4.8% | +33.0% | +27.7% |
| 1Y | +64.0% | -11.0% | +75.0% | +63.6% |
| 3Y | +99.4% | +37.7% | +61.7% | +92.5% |
| All | +19.9% | +52.3% | -32.4% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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