+1,483.7%
LITE vs KRE
+92.3%
+1,391.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.9% | +10.8% |
| 7D | +3.4% | -1.6% | +5.0% | +5.1% |
| 30D | -34.9% | +4.9% | -39.8% | -37.4% |
| 3M | -21.0% | -4.5% | -16.5% | -18.7% |
| 6M | -38.5% | +7.7% | -46.1% | -42.9% |
| YTD | +75.8% | +14.5% | +61.3% | +53.0% |
| 1Y | +156.7% | +21.5% | +135.1% | +112.2% |
| All | +1,483.7% | +92.3% | +1,391.5% | +771.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling