+151.0%
KRE vs LIN
+1,381.1%
-1,230.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +6.4% | +7.6% | -1.1% | +1.0% |
| 3M | -3.1% | +6.5% | -9.6% | -7.6% |
| 6M | +6.4% | +6.2% | +0.2% | +0.9% |
| YTD | +15.3% | +23.2% | -7.9% | -2.5% |
| 1Y | +23.3% | +25.4% | -2.2% | +2.6% |
| 3Y | +93.6% | +38.3% | +55.3% | +48.2% |
| 5Y | +13.2% | +64.4% | -51.2% | -25.3% |
| 10Y | +103.1% | +417.3% | -314.2% | -44.7% |
| All | +151.0% | +1,381.1% | -1,230.0% | -66.0% |
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