+414.6%
XLF vs KR
+507.7%
-93.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.1% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -1.2% | +5.1% | -6.2% | -2.6% |
| 3M | +9.2% | -8.2% | +17.3% | +11.4% |
| 6M | +16.3% | -18.0% | +34.3% | +22.2% |
| YTD | +5.4% | -4.8% | +10.2% | +5.5% |
| 1Y | +7.6% | -11.0% | +18.6% | +9.5% |
| 3Y | +74.2% | +37.7% | +36.5% | +52.5% |
| 5Y | +66.1% | +52.8% | +13.4% | +37.1% |
| 10Y | +252.8% | +128.8% | +124.0% | +133.3% |
| All | +414.6% | +507.7% | -93.1% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling