+1,024.7%
XLE vs KR
+508.7%
+516.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.2% | +1.5% | +0.7% | +1.9% |
| 30D | +11.8% | +4.1% | +7.7% | +10.8% |
| 3M | +9.8% | -5.2% | +15.0% | +10.7% |
| 6M | +15.6% | -12.8% | +28.4% | +18.4% |
| YTD | +45.3% | -4.6% | +49.9% | +46.0% |
| 1Y | +48.3% | -11.7% | +60.0% | +51.1% |
| 3Y | +55.4% | +36.3% | +19.2% | +42.7% |
| 5Y | +216.1% | +40.0% | +176.1% | +184.4% |
| 10Y | +178.4% | +122.2% | +56.2% | +114.7% |
| All | +1,024.7% | +508.7% | +516.0% | +509.5% |
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