+392.8%
HL vs KRE
+84.3%
+308.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.4% | -1.8% | -2.5% | -3.7% |
| 30D | +9.3% | -4.5% | +13.8% | +11.1% |
| 3M | +32.0% | +2.7% | +29.2% | +30.0% |
| 6M | -6.4% | +16.9% | -23.3% | -12.5% |
| YTD | +3.1% | +15.4% | -12.2% | -3.2% |
| 1Y | +77.6% | +16.1% | +61.5% | +65.7% |
| 3Y | +392.8% | +85.7% | +307.1% | +232.6% |
| All | +392.8% | +84.3% | +308.6% | +232.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling