+104.7%
LLY vs KRE
+88.8%
+15.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -2.1% | +1.3% | -3.5% | -2.3% |
| 30D | -1.6% | -2.7% | +1.1% | -1.4% |
| 3M | +2.3% | +8.2% | -5.9% | +1.3% |
| 6M | +14.9% | +12.8% | +2.1% | +13.3% |
| YTD | +7.5% | +17.5% | -10.0% | +5.4% |
| 1Y | +55.7% | +16.6% | +39.1% | +52.7% |
| All | +104.7% | +88.8% | +15.9% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling