+253.9%
XLI vs KRE
+124.8%
+129.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -1.7% | -1.8% | +0.2% | -0.8% |
| 30D | -7.3% | -4.5% | -2.8% | -5.3% |
| 3M | -1.3% | +2.7% | -4.1% | -2.7% |
| 6M | +2.2% | +16.9% | -14.6% | -5.1% |
| YTD | +11.7% | +15.4% | -3.7% | +4.0% |
| 1Y | +14.3% | +16.1% | -1.8% | +5.7% |
| 3Y | +70.3% | +85.7% | -15.4% | +22.3% |
| 5Y | +82.3% | +33.3% | +49.1% | +50.0% |
| All | +253.9% | +124.8% | +129.1% | +111.4% |
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