+103.1%
KRE vs LSCC
+1,398.6%
-1,295.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.4% | -6.7% | -0.1% |
| 7D | -0.4% | +19.3% | -19.7% | -4.5% |
| 30D | +6.4% | -9.6% | +16.1% | +7.9% |
| 3M | -3.1% | -12.4% | +9.3% | -1.6% |
| 6M | +6.4% | -10.5% | +16.8% | +5.5% |
| YTD | +15.3% | +54.8% | -39.5% | -1.4% |
| 1Y | +23.3% | +79.4% | -56.1% | +1.4% |
| 3Y | +93.6% | +109.6% | -16.0% | +44.2% |
| 5Y | +13.2% | +40.4% | -27.1% | -12.7% |
| 10Y | +103.1% | +1,379.1% | -1,276.0% | -6.2% |
| All | +103.1% | +1,398.6% | -1,295.4% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling