+120.4%
XLK vs KRE
+84.3%
+36.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.2% | -1.8% | +2.0% | +0.8% |
| 30D | -0.6% | -4.5% | +3.9% | +0.9% |
| 3M | +2.6% | +2.7% | -0.2% | +1.4% |
| 6M | +34.0% | +16.9% | +17.1% | +26.5% |
| YTD | +30.7% | +15.4% | +15.3% | +23.6% |
| 1Y | +39.2% | +16.1% | +23.1% | +31.1% |
| 3Y | +120.4% | +85.7% | +34.7% | +84.1% |
| All | +120.4% | +84.3% | +36.1% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling