+2,077.5%
LLY vs KRE
+86.5%
+1,990.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +6.6% | +0.7% | +5.9% | +6.5% |
| 30D | +19.4% | +6.1% | +13.3% | +18.4% |
| 3M | +19.6% | -5.9% | +25.5% | +20.6% |
| 6M | +42.6% | +9.6% | +33.0% | +40.5% |
| YTD | +35.0% | +14.2% | +20.8% | +32.0% |
| 1Y | +42.0% | +22.5% | +19.5% | +37.4% |
| 3Y | +140.5% | +90.4% | +50.1% | +114.6% |
| 5Y | +479.9% | +11.9% | +468.0% | +462.1% |
| All | +2,077.5% | +86.5% | +1,990.9% | +1,762.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling