+16.6%
KRE vs LULU
-49.9%
+66.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -17.4% | +17.9% | +2.7% |
| 7D | +1.3% | -16.7% | +18.0% | +3.4% |
| 30D | -2.7% | -18.5% | +15.9% | -0.5% |
| 3M | +8.2% | -19.5% | +27.6% | +10.6% |
| 6M | +12.8% | -41.9% | +54.7% | +20.6% |
| YTD | +17.5% | -51.6% | +69.1% | +29.2% |
| 1Y | +16.6% | -51.2% | +67.8% | +24.5% |
| All | +16.6% | -49.9% | +66.5% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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