+1,019.2%
XLE vs KR
+622.0%
+397.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | -0.2% | +0.8% | -1.0% | -0.4% |
| 30D | -4.0% | +11.1% | -15.1% | -6.2% |
| 3M | +4.6% | +24.4% | -19.8% | -0.2% |
| 6M | +12.3% | +8.5% | +3.8% | +9.9% |
| YTD | +44.5% | +13.1% | +31.4% | +40.0% |
| 1Y | +42.4% | +9.3% | +33.1% | +38.8% |
| 3Y | +67.0% | +69.3% | -2.3% | +46.4% |
| 5Y | +161.9% | +83.2% | +78.7% | +122.9% |
| 10Y | +173.9% | +154.6% | +19.3% | +105.7% |
| All | +1,019.2% | +622.0% | +397.3% | +484.5% |
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