+2,502.5%
LITE vs KRE
+122.6%
+2,379.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.3% | +12.3% | +11.7% |
| 7D | +12.6% | +2.3% | +10.3% | +11.1% |
| 30D | +9.9% | -2.5% | +12.4% | +11.5% |
| 3M | +9.3% | +6.2% | +3.1% | +5.3% |
| 6M | +75.2% | +15.8% | +59.4% | +60.3% |
| YTD | +165.5% | +16.0% | +149.5% | +142.2% |
| 1Y | +555.0% | +16.2% | +538.8% | +495.6% |
| 3Y | +1,870.5% | +86.4% | +1,784.1% | +1,325.0% |
| 5Y | +1,009.8% | +33.0% | +976.9% | +826.1% |
| 10Y | +2,502.5% | +123.0% | +2,379.5% | +1,531.3% |
| All | +2,502.5% | +122.6% | +2,379.9% | +1,531.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 10y: compounded portfolio wealth divided by compounded KRE 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…
10y analysis · Full analysis span regression · 6 months rolling