+149.3%
KRE vs LIN
+1,398.8%
-1,249.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.8% |
| 7D | -1.6% | +0.3% | -1.9% | -1.8% |
| 30D | +4.9% | +8.0% | -3.2% | -0.8% |
| 3M | -4.5% | +7.7% | -12.2% | -9.7% |
| 6M | +7.7% | +5.1% | +2.6% | +3.0% |
| YTD | +14.5% | +24.7% | -10.2% | -4.0% |
| 1Y | +21.5% | +25.1% | -3.5% | +1.4% |
| 3Y | +91.2% | +36.8% | +54.4% | +47.6% |
| 5Y | +11.8% | +67.9% | -56.1% | -27.4% |
| 10Y | +89.3% | +427.2% | -337.8% | -49.2% |
| All | +149.3% | +1,398.8% | -1,249.5% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling