+94.0%
KRE vs LII
+166.2%
-72.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | +5.9% | -2.4% | +8.3% | +6.5% |
| 3M | -3.3% | -17.5% | +14.2% | +4.5% |
| 6M | +5.8% | -32.8% | +38.7% | +22.6% |
| YTD | +14.7% | -27.7% | +42.4% | +26.2% |
| 1Y | +22.0% | -28.1% | +50.1% | +34.3% |
| 3Y | +91.6% | -9.7% | +101.3% | +78.5% |
| 5Y | +13.0% | +19.5% | -6.5% | -12.1% |
| 10Y | +94.0% | +170.6% | -76.6% | +0.4% |
| All | +94.0% | +166.2% | -72.3% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling