+176.9%
XLE vs KR
+123.5%
+53.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | +0.5% | -2.7% | +3.1% | +0.8% |
| 30D | +6.6% | +1.9% | +4.6% | +6.3% |
| 3M | +12.3% | -11.0% | +23.3% | +13.8% |
| 6M | +18.4% | -20.2% | +38.6% | +21.5% |
| YTD | +47.2% | -7.3% | +54.5% | +48.4% |
| 1Y | +50.3% | -13.1% | +63.4% | +52.4% |
| 3Y | +55.3% | +29.7% | +25.6% | +48.3% |
| 5Y | +226.0% | +48.8% | +177.2% | +204.8% |
| All | +176.9% | +123.5% | +53.4% | +143.8% |
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