+32.4%
KRE vs SPG
+109.1%
-76.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -2.0% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -2.5% | -4.9% | +2.5% | +0.7% |
| 3M | +6.2% | +3.3% | +2.9% | +3.6% |
| 6M | +15.8% | +11.2% | +4.6% | +7.5% |
| YTD | +16.0% | +17.1% | -1.1% | +3.9% |
| 1Y | +16.2% | +21.6% | -5.4% | +1.2% |
| 3Y | +86.4% | +111.9% | -25.5% | +11.1% |
| All | +32.4% | +109.1% | -76.7% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling