+1,172.1%
LITE vs KRE
+79.4%
+1,092.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.8% | +5.8% |
| 7D | -35.9% | +0.3% | -36.2% | -36.2% |
| 30D | -51.5% | +4.8% | -56.3% | -53.5% |
| 3M | -35.7% | -5.1% | -30.7% | -33.6% |
| 6M | -43.0% | +3.3% | -46.3% | -45.5% |
| YTD | +46.1% | +13.3% | +32.8% | +27.9% |
| 1Y | +124.7% | +22.9% | +101.8% | +83.3% |
| 3Y | +1,172.1% | +82.1% | +1,090.0% | +623.5% |
| All | +1,172.1% | +79.4% | +1,092.7% | +623.5% |
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