+10.9%
KRE vs LII
+19.9%
-9.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.5% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | +4.8% | -4.6% | +9.4% | +6.2% |
| 3M | -5.1% | -21.2% | +16.1% | +2.9% |
| 6M | +3.3% | -36.4% | +39.7% | +19.0% |
| YTD | +13.3% | -28.9% | +42.3% | +23.1% |
| 1Y | +22.9% | -29.5% | +52.4% | +33.7% |
| 3Y | +82.1% | -8.6% | +90.7% | +67.8% |
| All | +10.9% | +19.9% | -9.0% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling