+1,533.3%
LITE vs KRE
+110.3%
+1,423.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.7% | +9.0% | +9.8% |
| 7D | -12.9% | -0.4% | -12.5% | -12.5% |
| 30D | -46.0% | +6.4% | -52.4% | -47.9% |
| 3M | -33.0% | -3.1% | -30.0% | -32.2% |
| 6M | -34.0% | +6.4% | -40.4% | -37.0% |
| YTD | +61.7% | +15.3% | +46.4% | +47.3% |
| 1Y | +148.3% | +23.3% | +125.0% | +118.1% |
| 3Y | +1,408.5% | +93.6% | +1,314.9% | +966.6% |
| 5Y | +546.2% | +13.2% | +533.0% | +480.4% |
| 10Y | +1,533.3% | +103.1% | +1,430.2% | +1,107.6% |
| All | +1,533.3% | +110.3% | +1,423.0% | +1,107.6% |
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