+152.5%
KRE vs LOW
+813.1%
-660.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.2% |
| 7D | +2.3% | +0.4% | +2.0% | +2.1% |
| 30D | -2.5% | -10.1% | +7.6% | +3.6% |
| 3M | +6.2% | -2.9% | +9.1% | +7.3% |
| 6M | +15.8% | -19.4% | +35.2% | +30.0% |
| YTD | +16.0% | -15.4% | +31.4% | +25.8% |
| 1Y | +16.2% | -24.9% | +41.1% | +34.9% |
| 3Y | +86.4% | -7.8% | +94.2% | +89.6% |
| 5Y | +33.0% | +8.4% | +24.6% | +19.6% |
| 10Y | +123.0% | +226.8% | -103.8% | -9.9% |
| All | +152.5% | +813.1% | -660.6% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling