+141.4%
XLC vs KR
+164.8%
-23.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | +0.6% | -1.3% | +1.9% | +0.7% |
| 30D | +0.2% | +1.5% | -1.3% | +0.1% |
| 3M | +0.6% | -8.5% | +9.2% | +1.4% |
| 6M | -4.5% | -21.9% | +17.4% | -2.4% |
| YTD | -4.7% | -6.9% | +2.2% | -4.5% |
| 1Y | -1.7% | -14.0% | +12.3% | -0.6% |
| 3Y | +72.3% | +30.3% | +42.0% | +63.7% |
| 5Y | +37.8% | +37.7% | 0.0% | +28.8% |
| All | +141.4% | +164.8% | -23.4% | +103.0% |
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