+2,326.9%
XLK vs KRE
+148.5%
+2,178.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +2.3% | -1.1% | +3.4% | +2.8% |
| 30D | +0.8% | -3.4% | +4.2% | +2.2% |
| 3M | +4.1% | +3.7% | +0.3% | +2.3% |
| 6M | +34.8% | +14.8% | +20.0% | +27.0% |
| YTD | +30.8% | +14.7% | +16.2% | +23.0% |
| 1Y | +42.4% | +16.0% | +26.3% | +32.8% |
| 3Y | +121.8% | +84.3% | +37.6% | +67.5% |
| 5Y | +146.6% | +30.9% | +115.7% | +110.3% |
| 10Y | +804.3% | +122.0% | +682.3% | +466.5% |
| All | +2,326.9% | +148.5% | +2,178.4% | +1,209.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling