+788.5%
XLK vs KR
+129.5%
+658.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.2% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -0.6% | +5.1% | -5.7% | -0.9% |
| 3M | +2.6% | -8.2% | +10.7% | +2.9% |
| 6M | +34.0% | -18.0% | +52.0% | +35.2% |
| YTD | +30.7% | -4.8% | +35.4% | +30.3% |
| 1Y | +39.2% | -11.0% | +50.2% | +39.4% |
| 3Y | +120.4% | +37.7% | +82.8% | +108.7% |
| 5Y | +148.8% | +52.8% | +96.0% | +130.9% |
| All | +788.5% | +129.5% | +658.9% | +670.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling