+558.7%
XLP vs KR
+606.6%
-47.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +8.9% | +10.3% | -1.4% | +6.6% |
| 3M | +7.5% | +20.7% | -13.2% | +3.0% |
| 6M | +9.4% | +4.9% | +4.6% | +8.0% |
| YTD | +19.3% | +10.7% | +8.5% | +15.9% |
| 1Y | +21.7% | +7.2% | +14.6% | +19.1% |
| 3Y | +44.0% | +65.7% | -21.7% | +26.8% |
| 5Y | +42.8% | +80.8% | -38.0% | +21.8% |
| 10Y | +128.8% | +159.6% | -30.8% | +72.3% |
| All | +558.7% | +606.6% | -47.9% | +251.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling