+179.2%
XLE vs KR
+159.1%
+20.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | +5.4% | +4.6% | +0.8% | +4.8% |
| 30D | -3.9% | +12.2% | -16.2% | -5.4% |
| 3M | +7.0% | +24.6% | -17.5% | +4.0% |
| 6M | +14.2% | +8.2% | +6.0% | +12.8% |
| YTD | +48.2% | +15.3% | +32.9% | +45.2% |
| 1Y | +47.7% | +9.8% | +37.9% | +45.5% |
| 3Y | +70.0% | +71.4% | -1.3% | +56.4% |
| 5Y | +169.1% | +85.1% | +84.1% | +144.5% |
| All | +179.2% | +159.1% | +20.0% | +134.8% |
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