+26.9%
KRE vs LTH
+84.0%
-57.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | +0.5% |
| 7D | +2.8% | +9.9% | -7.1% | +0.9% |
| 30D | +5.3% | +18.3% | -13.0% | +1.8% |
| 3M | -4.2% | +5.9% | -10.2% | -5.5% |
| 6M | +8.7% | +80.3% | -71.6% | -3.6% |
| YTD | +16.4% | +78.3% | -61.9% | +2.5% |
| 1Y | +26.9% | +81.0% | -54.1% | +10.8% |
| All | +26.9% | +84.0% | -57.2% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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