+1,093.3%
XLI vs KR
+486.4%
+606.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -0.6% | -3.1% | +2.5% | +0.1% |
| 30D | -6.9% | +0.6% | -7.6% | -7.1% |
| 3M | -1.9% | -9.8% | +7.9% | -0.2% |
| 6M | +1.0% | -22.1% | +23.2% | +5.6% |
| YTD | +11.3% | -8.1% | +19.4% | +12.1% |
| 1Y | +15.8% | -14.7% | +30.5% | +18.2% |
| 3Y | +69.8% | +28.6% | +41.2% | +56.3% |
| 5Y | +80.9% | +36.4% | +44.5% | +61.6% |
| 10Y | +257.2% | +120.8% | +136.4% | +170.3% |
| All | +1,093.3% | +486.4% | +606.9% | +520.2% |
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