+33.1%
KRE vs LVS
+3.5%
+29.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | -1.4% | -4.3% | +2.9% | -0.4% |
| 30D | -3.9% | -6.8% | +2.9% | -2.3% |
| 3M | +3.6% | -15.6% | +19.3% | +7.8% |
| 6M | +15.4% | -20.6% | +36.0% | +21.4% |
| YTD | +15.2% | -33.4% | +48.6% | +26.3% |
| 1Y | +16.5% | -20.1% | +36.6% | +20.9% |
| 3Y | +85.2% | -7.4% | +92.6% | +79.6% |
| 5Y | +33.1% | +8.5% | +24.6% | +21.2% |
| All | +33.1% | +3.5% | +29.6% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 5y: compounded portfolio wealth divided by compounded LVS 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…
5y analysis · Full analysis span regression · 6 months rolling