+631.5%
XLU vs KR
+507.7%
+123.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.8% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -3.3% | +5.1% | -8.4% | -4.2% |
| 3M | -3.2% | -8.2% | +5.0% | -1.9% |
| 6M | -7.0% | -18.0% | +11.0% | -3.9% |
| YTD | +0.6% | -4.8% | +5.4% | +0.9% |
| 1Y | +2.4% | -11.0% | +13.5% | +3.9% |
| 3Y | +46.3% | +37.7% | +8.6% | +35.3% |
| 5Y | +44.0% | +52.8% | -8.8% | +29.0% |
| 10Y | +140.1% | +128.8% | +11.3% | +90.4% |
| All | +631.5% | +507.7% | +123.8% | +317.9% |
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