+155.8%
KRE vs LSCC
+1,888.0%
-1,732.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | 0.0% |
| 7D | +1.3% | +1.3% | 0.0% | +0.9% |
| 30D | -2.7% | -9.7% | +7.0% | -0.1% |
| 3M | +8.2% | -23.7% | +31.9% | +14.1% |
| 6M | +12.8% | +26.5% | -13.7% | +2.0% |
| YTD | +17.5% | +57.5% | -40.0% | -1.2% |
| 1Y | +16.6% | +75.7% | -59.1% | -5.8% |
| 3Y | +79.5% | +19.5% | +60.0% | +50.6% |
| 5Y | +32.4% | +83.8% | -51.3% | -8.5% |
| 10Y | +124.1% | +1,772.4% | -1,648.2% | -32.1% |
| All | +155.8% | +1,888.0% | -1,732.2% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling