+463.9%
LLY vs KRE
+13.5%
+450.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.5% | +4.1% |
| 7D | +0.1% | -0.4% | +0.4% | +0.1% |
| 30D | +19.7% | +6.4% | +13.3% | +19.1% |
| 3M | +19.3% | -3.1% | +22.3% | +19.5% |
| 6M | +49.3% | +6.4% | +43.0% | +48.4% |
| YTD | +32.0% | +15.3% | +16.7% | +30.2% |
| 1Y | +53.7% | +23.3% | +30.5% | +50.8% |
| 3Y | +143.7% | +93.6% | +50.1% | +131.9% |
| 5Y | +463.9% | +13.2% | +450.7% | +469.4% |
| All | +463.9% | +13.5% | +450.4% | +469.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling