+452.3%
XOM vs KRE
+151.4%
+300.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.3% |
| 7D | -2.4% | +2.3% | -4.7% | -3.3% |
| 30D | +5.7% | -2.5% | +8.2% | +6.7% |
| 3M | +6.6% | +6.2% | +0.3% | +3.5% |
| 6M | +7.7% | +15.8% | -8.2% | +0.2% |
| YTD | +36.2% | +16.0% | +20.2% | +26.2% |
| 1Y | +50.5% | +16.2% | +34.3% | +38.8% |
| 3Y | +53.4% | +86.4% | -33.0% | +10.9% |
| 5Y | +254.2% | +33.0% | +221.2% | +187.7% |
| 10Y | +177.9% | +123.0% | +54.9% | +73.8% |
| All | +452.3% | +151.4% | +300.9% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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