+32.0%
XLP vs KR
+38.2%
-6.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.1% |
| 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% | +3.7% |
| 6M | -0.8% | -21.9% | +21.1% | +4.4% |
| YTD | +9.5% | -6.9% | +16.4% | +10.6% |
| 1Y | +7.2% | -14.0% | +21.1% | +10.0% |
| 3Y | +27.1% | +30.3% | -3.2% | +17.8% |
| 5Y | +32.0% | +37.7% | -5.7% | +20.1% |
| All | +32.0% | +38.2% | -6.1% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling