+18.2%
KRE vs LTH
+174.8%
-156.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.4% |
| 7D | +0.3% | -4.6% | +4.9% | +1.5% |
| 30D | +5.0% | +14.8% | -9.8% | +1.3% |
| 3M | -5.7% | +3.9% | -9.7% | -6.9% |
| 6M | +7.5% | +35.5% | -28.0% | -0.9% |
| YTD | +13.8% | +71.3% | -57.5% | -2.0% |
| 1Y | +20.7% | +75.7% | -55.0% | +3.1% |
| 3Y | +90.1% | +231.9% | -141.8% | +35.5% |
| 5Y | +11.5% | +130.5% | -118.9% | -20.4% |
| All | +18.2% | +174.8% | -156.7% | -14.0% |
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