+159.8%
XLB vs KR
+129.5%
+30.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.1% |
| 7D | -2.8% | -0.2% | -2.7% | -2.8% |
| 30D | -3.1% | +5.1% | -8.2% | -3.7% |
| 3M | -0.2% | -8.2% | +8.0% | +0.7% |
| 6M | +3.1% | -18.0% | +21.1% | +5.1% |
| YTD | +13.3% | -4.8% | +18.0% | +13.3% |
| 1Y | +12.0% | -11.0% | +23.1% | +12.9% |
| 3Y | +31.4% | +37.7% | -6.3% | +23.8% |
| 5Y | +33.9% | +52.8% | -18.9% | +23.8% |
| All | +159.8% | +129.5% | +30.3% | +124.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling