+11.2%
KRE vs LIN
+68.3%
-57.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.1% |
| 7D | -0.8% | +3.6% | -4.3% | -2.6% |
| 30D | +3.2% | +6.4% | -3.2% | -0.2% |
| 3M | -6.0% | +6.5% | -12.5% | -9.2% |
| 6M | +4.6% | +4.9% | -0.2% | +1.3% |
| YTD | +13.5% | +23.4% | -9.9% | -0.7% |
| 1Y | +22.2% | +26.3% | -4.1% | +5.4% |
| 3Y | +79.8% | +38.0% | +41.8% | +46.0% |
| 5Y | +11.2% | +68.0% | -56.8% | -24.9% |
| All | +11.2% | +68.3% | -57.1% | -24.9% |
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