+46.6%
XLE vs KRE
+20.6%
+26.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +4.4% | +0.3% | +4.1% | +4.4% |
| 30D | -4.3% | +5.0% | -9.3% | -3.9% |
| 3M | +6.0% | -5.7% | +11.8% | +5.6% |
| 6M | +13.2% | +7.5% | +5.7% | +13.6% |
| YTD | +46.7% | +13.8% | +32.9% | +43.5% |
| 1Y | +46.6% | +20.7% | +26.0% | +41.1% |
| All | +46.6% | +20.6% | +26.0% | +41.1% |
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 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