+49.9%
XLE vs KR
+10.2%
+39.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.2% | -8.0% | -5.3% |
| 7D | -7.2% | +6.1% | -13.3% | -8.2% |
| 30D | +0.1% | +17.3% | -17.2% | -3.1% |
| 3M | +9.2% | +20.2% | -11.0% | +5.1% |
| 6M | +8.4% | +3.3% | +5.0% | +8.7% |
| YTD | +44.9% | +12.3% | +32.6% | +43.0% |
| 1Y | +49.9% | +10.6% | +39.2% | +47.6% |
| All | +49.9% | +10.2% | +39.7% | +47.6% |
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 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