+1,106.7%
XLY vs KR
+507.7%
+599.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.3% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -4.2% | +5.1% | -9.2% | -5.2% |
| 3M | -2.7% | -8.2% | +5.5% | -1.1% |
| 6M | -0.6% | -18.0% | +17.4% | +3.1% |
| YTD | -5.0% | -4.8% | -0.3% | -5.0% |
| 1Y | -4.1% | -11.0% | +6.9% | -2.9% |
| 3Y | +33.6% | +37.7% | -4.1% | +19.6% |
| 5Y | +28.7% | +52.8% | -24.1% | +10.0% |
| 10Y | +219.6% | +128.8% | +90.8% | +129.9% |
| All | +1,106.7% | +507.7% | +599.0% | +488.4% |
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 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