+5.7%
XLP vs KR
-14.9%
+20.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.8% |
| 7D | -2.9% | -3.1% | +0.2% | -2.1% |
| 30D | -2.2% | +0.6% | -2.9% | -2.4% |
| 3M | -0.6% | -9.8% | +9.2% | +1.6% |
| 6M | -2.2% | -22.1% | +20.0% | +2.9% |
| YTD | +8.3% | -8.1% | +16.4% | +8.7% |
| 1Y | +5.7% | -14.7% | +20.4% | +8.1% |
| All | +5.7% | -14.9% | +20.7% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling