+16.6%
KRE vs LOW
-20.7%
+37.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.1% |
| 7D | +1.3% | -1.7% | +3.0% | +1.9% |
| 30D | -2.7% | -7.0% | +4.4% | -0.5% |
| 3M | +8.2% | -0.9% | +9.1% | +8.0% |
| 6M | +12.8% | -20.1% | +32.9% | +20.7% |
| YTD | +17.5% | -13.9% | +31.4% | +21.2% |
| 1Y | +16.6% | -21.1% | +37.7% | +19.7% |
| All | +16.6% | -20.7% | +37.3% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling