+562.5%
LITE vs KRE
+11.4%
+551.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.7% |
| 7D | +10.8% | +0.7% | +10.0% | +10.3% |
| 30D | -33.4% | +6.1% | -39.6% | -36.1% |
| 3M | -32.2% | -5.9% | -26.3% | -29.9% |
| 6M | -42.1% | +9.6% | -51.7% | -46.2% |
| YTD | +61.9% | +14.2% | +47.7% | +45.2% |
| 1Y | +163.0% | +22.5% | +140.5% | +124.9% |
| 3Y | +1,358.0% | +90.4% | +1,267.7% | +878.6% |
| All | +562.5% | +11.4% | +551.0% | +501.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling