+11.4%
KRE vs LEN
-13.2%
+24.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.7% | -5.8% | +6.5% | +2.7% |
| 30D | +6.1% | +13.7% | -7.6% | +1.2% |
| 3M | -5.9% | -3.9% | -2.0% | -5.4% |
| 6M | +9.6% | -0.4% | +10.0% | +8.1% |
| YTD | +14.2% | -16.8% | +31.0% | +18.7% |
| 1Y | +22.5% | -29.5% | +52.0% | +35.2% |
| 3Y | +90.4% | -25.6% | +116.0% | +99.3% |
| All | +11.4% | -13.2% | +24.7% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 5y: compounded portfolio wealth divided by compounded LEN 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…
5y analysis · Full analysis span regression · 6 months rolling