+83.8%
KRE vs SPG
+113.9%
-30.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.7% | +2.0% | -1.2% | -0.3% |
| 30D | +6.1% | +17.2% | -11.1% | -2.1% |
| 3M | -5.9% | +6.3% | -12.2% | -8.9% |
| 6M | +9.6% | +18.7% | -9.1% | +0.2% |
| YTD | +14.2% | +30.1% | -15.9% | -0.5% |
| 1Y | +22.5% | +32.8% | -10.3% | +5.7% |
| 3Y | +90.4% | +133.6% | -43.2% | +23.3% |
| 5Y | +11.9% | +84.4% | -72.5% | -19.8% |
| All | +83.8% | +113.9% | -30.1% | +2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling