+21.9%
KRE vs LTH
+160.9%
-138.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +1.3% | -0.6% | +1.9% | +1.5% |
| 30D | -2.7% | -4.6% | +1.9% | -1.6% |
| 3M | +8.2% | +32.8% | -24.6% | +0.5% |
| 6M | +12.8% | +64.6% | -51.8% | -1.5% |
| YTD | +17.5% | +62.6% | -45.1% | +2.7% |
| 1Y | +16.6% | +49.9% | -33.4% | +3.8% |
| 3Y | +79.5% | +151.3% | -71.9% | +36.1% |
| All | +21.9% | +160.9% | -138.9% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling