+155.8%
KRE vs LEN
+144.8%
+11.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.9% |
| 7D | +1.3% | -3.2% | +4.5% | +2.5% |
| 30D | -2.7% | -4.9% | +2.2% | -1.1% |
| 3M | +8.2% | -8.5% | +16.7% | +11.0% |
| 6M | +12.8% | -20.7% | +33.5% | +21.5% |
| YTD | +17.5% | -17.4% | +34.9% | +23.9% |
| 1Y | +16.6% | -38.2% | +54.8% | +36.2% |
| 3Y | +79.5% | -24.9% | +104.3% | +90.6% |
| 5Y | +32.4% | -11.4% | +43.9% | +28.2% |
| 10Y | +124.1% | +110.0% | +14.1% | +41.3% |
| All | +155.8% | +144.8% | +11.0% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling