+222.1%
XLE vs KRE
+33.7%
+188.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +2.2% | +1.3% | +0.9% | +1.7% |
| 30D | +11.8% | -2.7% | +14.5% | +12.8% |
| 3M | +9.8% | +8.2% | +1.6% | +6.6% |
| 6M | +15.6% | +12.8% | +2.8% | +10.0% |
| YTD | +45.3% | +17.5% | +27.8% | +35.7% |
| 1Y | +48.3% | +16.6% | +31.7% | +38.6% |
| 3Y | +55.4% | +79.5% | -24.0% | +20.5% |
| All | +222.1% | +33.7% | +188.5% | +154.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling