+33.0%
KRE vs LIN
+61.6%
-28.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | +1.3% | -2.1% | +3.4% | +2.5% |
| 30D | -2.7% | -2.4% | -0.3% | -1.5% |
| 3M | +8.2% | -5.6% | +13.8% | +11.2% |
| 6M | +12.8% | -3.4% | +16.2% | +14.0% |
| YTD | +17.5% | +13.1% | +4.4% | +7.8% |
| 1Y | +16.6% | +2.5% | +14.1% | +13.4% |
| 3Y | +79.5% | +27.6% | +51.9% | +52.0% |
| All | +33.0% | +61.6% | -28.6% | -5.7% |
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