+1,562.5%
LLY vs KRE
+123.4%
+1,439.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -3.1% | -1.1% | -2.0% | -2.9% |
| 30D | -8.6% | -3.4% | -5.2% | -8.2% |
| 3M | -1.6% | +3.7% | -5.4% | -2.3% |
| 6M | +11.8% | +14.8% | -2.9% | +9.4% |
| YTD | +5.1% | +14.7% | -9.5% | +2.7% |
| 1Y | +50.7% | +16.0% | +34.7% | +46.8% |
| 3Y | +95.7% | +84.3% | +11.4% | +74.9% |
| 5Y | +390.2% | +30.9% | +359.3% | +359.1% |
| All | +1,562.5% | +123.4% | +1,439.0% | +1,110.6% |
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 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