+163.9%
XLE vs KRE
+98.5%
+65.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | -6.7% | +0.3% | -7.0% | -6.9% |
| 30D | -4.4% | +5.9% | -10.3% | -7.7% |
| 3M | +4.0% | -3.3% | +7.3% | +5.6% |
| 6M | +13.2% | +5.8% | +7.3% | +8.5% |
| YTD | +41.9% | +14.7% | +27.2% | +28.6% |
| 1Y | +41.6% | +22.0% | +19.6% | +23.7% |
| 3Y | +64.0% | +91.6% | -27.6% | +3.5% |
| 5Y | +158.1% | +13.0% | +145.1% | +119.4% |
| 10Y | +163.9% | +94.0% | +70.0% | +46.9% |
| All | +163.9% | +98.5% | +65.4% | +46.9% |
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