-5.8%
XLC vs KR
+10.2%
-16.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.2% | +3.4% |
| 7D | +1.8% | +6.1% | -4.3% | +1.7% |
| 30D | -6.0% | +17.3% | -23.3% | -6.2% |
| 3M | -6.0% | +20.2% | -26.2% | -6.3% |
| 6M | -9.1% | +3.3% | -12.4% | -10.4% |
| YTD | -10.0% | +12.3% | -22.3% | -10.7% |
| 1Y | -5.8% | +10.6% | -16.4% | -6.7% |
| All | -5.8% | +10.2% | -16.0% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling