+151.1%
KRE vs LYV
+683.7%
-532.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.8% | -1.9% | +0.1% | -1.1% |
| 30D | -4.5% | -8.2% | +3.7% | -1.5% |
| 3M | +2.7% | -1.3% | +4.0% | +2.9% |
| 6M | +16.9% | +2.6% | +14.3% | +14.6% |
| YTD | +15.4% | +19.4% | -4.0% | +6.2% |
| 1Y | +16.1% | -2.2% | +18.3% | +14.6% |
| 3Y | +85.7% | +106.0% | -20.3% | +36.5% |
| 5Y | +33.3% | +97.7% | -64.4% | -5.0% |
| 10Y | +123.3% | +560.5% | -437.2% | -5.1% |
| All | +151.1% | +683.7% | -532.6% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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