+155.8%
KRE vs LIN
+1,259.4%
-1,103.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.2% |
| 7D | +1.3% | -2.1% | +3.4% | +2.9% |
| 30D | -2.7% | -2.4% | -0.3% | -1.1% |
| 3M | +8.2% | -5.6% | +13.8% | +12.1% |
| 6M | +12.8% | -3.4% | +16.2% | +14.4% |
| YTD | +17.5% | +13.1% | +4.4% | +5.8% |
| 1Y | +16.6% | +2.5% | +14.1% | +12.5% |
| 3Y | +79.5% | +27.6% | +51.9% | +45.7% |
| 5Y | +32.4% | +63.0% | -30.6% | -12.4% |
| 10Y | +124.1% | +359.3% | -235.1% | -33.4% |
| All | +155.8% | +1,259.4% | -1,103.6% | -63.1% |
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