+102.9%
XLP vs KR
+127.4%
-24.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.2% |
| 7D | -1.4% | -1.3% | -0.2% | -1.2% |
| 30D | -1.3% | +1.5% | -2.8% | -1.6% |
| 3M | +1.8% | -8.5% | +10.4% | +3.5% |
| 6M | -0.8% | -21.9% | +21.1% | +3.8% |
| YTD | +9.5% | -6.9% | +16.4% | +10.6% |
| 1Y | +7.2% | -14.0% | +21.1% | +9.8% |
| 3Y | +27.1% | +30.3% | -3.2% | +19.3% |
| 5Y | +32.0% | +37.7% | -5.7% | +21.5% |
| 10Y | +102.9% | +125.2% | -22.3% | +66.4% |
| All | +102.9% | +127.4% | -24.5% | +66.4% |
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