+14.7%
XLF vs KRE
+27.2%
-12.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.7% |
| 7D | +5.5% | +2.8% | +2.7% | +4.1% |
| 30D | +9.9% | +5.3% | +4.6% | +7.1% |
| 3M | +2.6% | -4.2% | +6.9% | +4.7% |
| 6M | +15.6% | +8.7% | +6.9% | +10.6% |
| YTD | +9.4% | +16.4% | -7.0% | +1.5% |
| 1Y | +14.7% | +26.9% | -12.2% | +2.5% |
| All | +14.7% | +27.2% | -12.5% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling