+90.9%
KRE vs LTH
+249.2%
-158.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | +4.9% | +17.7% | -12.8% | +0.2% |
| 3M | -4.5% | +8.5% | -13.0% | -6.8% |
| 6M | +7.7% | +46.9% | -39.3% | -3.6% |
| YTD | +14.5% | +78.8% | -64.3% | -3.9% |
| 1Y | +21.5% | +84.9% | -63.4% | +0.9% |
| All | +90.9% | +249.2% | -158.2% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling