+331.0%
XLE vs KRE
+149.9%
+181.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.4% |
| 7D | -7.9% | -0.4% | -7.5% | -7.8% |
| 30D | -4.8% | +6.4% | -11.3% | -8.1% |
| 3M | +8.4% | -3.1% | +11.4% | +9.8% |
| 6M | +12.7% | +6.4% | +6.3% | +8.1% |
| YTD | +41.3% | +15.3% | +26.0% | +28.6% |
| 1Y | +42.3% | +23.3% | +19.0% | +24.8% |
| 3Y | +65.1% | +93.6% | -28.6% | +8.6% |
| 5Y | +150.2% | +13.2% | +137.0% | +112.8% |
| 10Y | +163.9% | +103.1% | +60.8% | +57.4% |
| All | +331.0% | +149.9% | +181.2% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling