+57.3%
LLY vs KRE
+27.2%
+30.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +10.1% | +2.8% | +7.3% | +9.6% |
| 30D | +24.0% | +5.3% | +18.7% | +23.1% |
| 3M | +27.3% | -4.2% | +31.5% | +27.7% |
| 6M | +47.0% | +8.7% | +38.3% | +44.1% |
| YTD | +32.6% | +16.4% | +16.2% | +27.2% |
| 1Y | +57.3% | +26.9% | +30.5% | +46.6% |
| All | +57.3% | +27.2% | +30.1% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling