+16.6%
KRE vs LH
+20.0%
-3.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | +1.3% | -2.5% | +3.8% | +1.9% |
| 30D | -2.7% | +4.3% | -7.0% | -3.7% |
| 3M | +8.2% | +25.5% | -17.3% | +1.8% |
| 6M | +12.8% | +17.0% | -4.1% | +7.6% |
| YTD | +17.5% | +31.3% | -13.8% | +8.4% |
| 1Y | +16.6% | +20.0% | -3.4% | +8.3% |
| All | +16.6% | +20.0% | -3.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling