-2.9%
LQD vs KRE
+15.3%
-18.2%
-3.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -1.1% | -1.4% | +0.3% | -0.9% |
| 30D | -1.1% | -3.9% | +2.8% | -0.6% |
| 3M | -2.3% | +3.6% | -6.0% | -3.1% |
| 6M | -2.9% | +15.4% | -18.3% | -6.4% |
| All | -2.9% | +15.3% | -18.2% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling