+3,068.2%
LITE vs KRE
+110.3%
+2,957.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.8% | +5.7% |
| 7D | -35.9% | +0.3% | -36.2% | -36.1% |
| 30D | -51.5% | +4.8% | -56.3% | -52.9% |
| 3M | -35.7% | -5.1% | -30.7% | -34.3% |
| 6M | -43.0% | +3.3% | -46.3% | -44.6% |
| YTD | +46.1% | +13.3% | +32.8% | +34.6% |
| 1Y | +124.7% | +22.9% | +101.8% | +98.3% |
| 3Y | +1,172.1% | +82.1% | +1,090.0% | +835.9% |
| 5Y | +477.0% | +11.0% | +466.0% | +424.9% |
| 10Y | +1,465.7% | +115.7% | +1,349.9% | +908.8% |
| All | +3,068.2% | +110.3% | +2,957.9% | +1,837.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling