+14.7%
XLF vs KR
+10.2%
+4.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +3.4% |
| 7D | +5.5% | +6.1% | -0.6% | +5.4% |
| 30D | +9.9% | +17.3% | -7.5% | +9.9% |
| 3M | +2.6% | +20.2% | -17.5% | +2.8% |
| 6M | +15.6% | +3.3% | +12.2% | +14.1% |
| YTD | +9.4% | +12.3% | -2.9% | +7.7% |
| 1Y | +14.7% | +10.6% | +4.1% | +12.7% |
| All | +14.7% | +10.2% | +4.5% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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