+129.6%
LQD vs KRE
+148.5%
-18.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | 0.0% | -1.1% | +1.0% | 0.0% |
| 30D | -0.2% | -3.4% | +3.2% | -0.2% |
| 3M | -1.7% | +3.7% | -5.4% | -1.7% |
| 6M | -2.7% | +14.8% | -17.4% | -2.8% |
| YTD | -1.4% | +14.7% | -16.1% | -1.6% |
| 1Y | -1.0% | +16.0% | -17.0% | -1.2% |
| 3Y | +15.1% | +84.3% | -69.2% | +14.3% |
| 5Y | -5.2% | +30.9% | -36.0% | -5.6% |
| 10Y | +23.3% | +122.0% | -98.6% | +22.3% |
| All | +129.6% | +148.5% | -18.8% | +123.2% |
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