+1,587.5%
LITE vs KRE
+98.5%
+1,489.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | -13.9% | +0.3% | -14.2% | -13.8% |
| 30D | -46.9% | +5.9% | -52.8% | -48.7% |
| 3M | -28.0% | -3.3% | -24.7% | -27.0% |
| 6M | -35.2% | +5.8% | -41.1% | -38.0% |
| YTD | +58.9% | +14.7% | +44.1% | +45.0% |
| 1Y | +125.3% | +22.0% | +103.3% | +98.9% |
| 3Y | +1,344.4% | +91.6% | +1,252.8% | +924.2% |
| 5Y | +541.2% | +13.0% | +528.2% | +476.4% |
| 10Y | +1,587.5% | +94.0% | +1,493.5% | +1,007.2% |
| All | +1,587.5% | +98.5% | +1,489.0% | +1,007.2% |
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