+33.0%
KRE vs LII
+25.3%
+7.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.1% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | -2.7% | -12.6% | +9.9% | +2.0% |
| 3M | +8.2% | -24.4% | +32.6% | +17.6% |
| 6M | +12.8% | -28.7% | +41.5% | +24.6% |
| YTD | +17.5% | -19.1% | +36.6% | +22.3% |
| 1Y | +16.6% | -29.7% | +46.3% | +28.1% |
| 3Y | +79.5% | +4.8% | +74.7% | +58.1% |
| All | +33.0% | +25.3% | +7.7% | +4.9% |
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