+179.2%
XLE vs KRE
+86.5%
+92.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +5.4% | +0.7% | +4.7% | +5.0% |
| 30D | -3.9% | +6.1% | -10.1% | -7.3% |
| 3M | +7.0% | -5.9% | +12.9% | +10.3% |
| 6M | +14.2% | +9.6% | +4.6% | +7.4% |
| YTD | +48.2% | +14.2% | +34.0% | +34.6% |
| 1Y | +47.7% | +22.5% | +25.2% | +28.6% |
| 3Y | +70.0% | +90.4% | -20.4% | +7.6% |
| 5Y | +169.1% | +11.9% | +157.3% | +130.1% |
| All | +179.2% | +86.5% | +92.6% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling