+176.9%
XLE vs KRE
+124.5%
+52.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | +0.5% | -1.4% | +1.9% | +1.2% |
| 30D | +6.6% | -3.9% | +10.5% | +8.8% |
| 3M | +12.3% | +3.6% | +8.6% | +9.6% |
| 6M | +18.4% | +15.4% | +3.0% | +7.9% |
| YTD | +47.2% | +15.2% | +32.0% | +33.5% |
| 1Y | +50.3% | +16.5% | +33.8% | +34.8% |
| 3Y | +55.3% | +85.2% | -29.9% | +0.2% |
| 5Y | +226.0% | +33.1% | +192.9% | +146.8% |
| All | +176.9% | +124.5% | +52.4% | +42.5% |
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