+10.9%
KRE vs LIN
+64.4%
-53.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.5% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | +4.8% | +6.5% | -1.7% | +1.3% |
| 3M | -5.1% | +5.5% | -10.5% | -7.9% |
| 6M | +3.3% | +3.3% | 0.0% | +0.8% |
| YTD | +13.3% | +22.0% | -8.7% | -0.2% |
| 1Y | +22.9% | +25.7% | -2.9% | +6.1% |
| 3Y | +82.1% | +36.2% | +45.9% | +48.9% |
| All | +10.9% | +64.4% | -53.5% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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