+4,557.5%
LLY vs KRE
+148.2%
+4,409.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.4% | -1.6% | +3.0% | +1.8% |
| 30D | +21.5% | +4.9% | +16.7% | +20.2% |
| 3M | +18.5% | -4.5% | +22.9% | +19.8% |
| 6M | +49.1% | +7.7% | +41.5% | +46.1% |
| YTD | +34.4% | +14.5% | +19.9% | +29.3% |
| 1Y | +46.3% | +21.5% | +24.8% | +38.7% |
| 3Y | +145.5% | +91.2% | +54.2% | +102.0% |
| 5Y | +472.7% | +11.8% | +460.9% | +430.4% |
| 10Y | +2,049.9% | +89.3% | +1,960.6% | +1,473.8% |
| All | +4,557.5% | +148.2% | +4,409.3% | +2,732.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling