+146.7%
KRE vs LII
+1,751.1%
-1,604.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.9% |
| 7D | +0.3% | -0.6% | +0.9% | +0.6% |
| 30D | +4.8% | -4.6% | +9.4% | +6.8% |
| 3M | -5.1% | -21.2% | +16.1% | +6.4% |
| 6M | +3.3% | -36.4% | +39.7% | +26.1% |
| YTD | +13.3% | -28.9% | +42.3% | +28.0% |
| 1Y | +22.9% | -29.5% | +52.4% | +39.1% |
| 3Y | +82.1% | -8.6% | +90.7% | +70.1% |
| 5Y | +11.0% | +20.2% | -9.2% | -14.3% |
| 10Y | +115.7% | +166.2% | -50.5% | +0.5% |
| All | +146.7% | +1,751.1% | -1,604.4% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling