+121.6%
KRE vs SPG
+64.3%
+57.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.4% | -2.2% | +0.8% | -0.3% |
| 30D | -3.9% | -5.8% | +1.9% | -1.1% |
| 3M | +3.6% | -2.8% | +6.4% | +4.9% |
| 6M | +15.4% | +8.9% | +6.5% | +10.2% |
| YTD | +15.2% | +14.3% | +0.9% | +7.3% |
| 1Y | +16.5% | +19.5% | -3.0% | +5.8% |
| 3Y | +85.2% | +106.9% | -21.7% | +27.9% |
| 5Y | +33.1% | +108.7% | -75.6% | -9.3% |
| All | +121.6% | +64.3% | +57.3% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling