+248.8%
XLF vs KR
+129.5%
+119.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.4% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -1.2% | +5.1% | -6.2% | -1.7% |
| 3M | +9.2% | -8.2% | +17.3% | +10.1% |
| 6M | +16.3% | -18.0% | +34.3% | +18.6% |
| YTD | +5.4% | -4.8% | +10.2% | +5.4% |
| 1Y | +7.6% | -11.0% | +18.6% | +8.4% |
| 3Y | +74.2% | +37.7% | +36.5% | +64.5% |
| 5Y | +66.1% | +52.8% | +13.4% | +53.5% |
| All | +248.8% | +129.5% | +119.3% | +199.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling