+152.5%
KRE vs LVS
+2.8%
+149.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | -2.5% | -3.9% | +1.4% | -1.6% |
| 3M | +6.2% | -12.9% | +19.1% | +9.5% |
| 6M | +15.8% | -16.9% | +32.8% | +20.4% |
| YTD | +16.0% | -31.2% | +47.2% | +25.6% |
| 1Y | +16.2% | -16.4% | +32.6% | +19.3% |
| 3Y | +86.4% | -4.4% | +90.8% | +82.2% |
| 5Y | +33.0% | +6.7% | +26.3% | +21.7% |
| 10Y | +123.0% | +1.4% | +121.5% | +104.0% |
| All | +152.5% | +2.8% | +149.8% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling