+811.7%
XLB vs KR
+494.3%
+317.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | -0.2% | -1.3% | +1.0% | 0.0% |
| 30D | -1.7% | +1.5% | -3.3% | -2.1% |
| 3M | +4.4% | -8.5% | +12.9% | +6.0% |
| 6M | +5.0% | -21.9% | +26.9% | +9.8% |
| YTD | +15.5% | -6.9% | +22.3% | +16.2% |
| 1Y | +14.9% | -14.0% | +28.9% | +17.4% |
| 3Y | +34.5% | +30.3% | +4.2% | +24.0% |
| 5Y | +36.5% | +37.7% | -1.2% | +22.3% |
| 10Y | +159.6% | +125.2% | +34.4% | +97.2% |
| All | +811.7% | +494.3% | +317.5% | +369.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling