+49.9%
XLE vs KRE
+27.2%
+22.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.7% | -6.5% | -4.6% |
| 7D | -7.2% | +2.8% | -10.0% | -6.9% |
| 30D | +0.1% | +5.3% | -5.2% | +0.5% |
| 3M | +9.2% | -4.2% | +13.4% | +8.9% |
| 6M | +8.4% | +8.7% | -0.3% | +8.8% |
| YTD | +44.9% | +16.4% | +28.5% | +41.9% |
| 1Y | +49.9% | +26.9% | +23.0% | +43.4% |
| All | +49.9% | +27.2% | +22.6% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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