+248.8%
XLF vs KRE
+124.8%
+124.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | -1.5% | -1.8% | +0.4% | -0.4% |
| 30D | -1.2% | -4.5% | +3.3% | +1.6% |
| 3M | +9.2% | +2.7% | +6.4% | +7.2% |
| 6M | +16.3% | +16.9% | -0.5% | +5.6% |
| YTD | +5.4% | +15.4% | -9.9% | -3.8% |
| 1Y | +7.6% | +16.1% | -8.5% | -2.6% |
| 3Y | +74.2% | +85.7% | -11.5% | +13.1% |
| 5Y | +66.1% | +33.3% | +32.9% | +30.1% |
| All | +248.8% | +124.8% | +124.0% | +78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling