+147.8%
KRE vs SPG
+630.7%
-482.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +0.3% | +3.1% | -2.8% | -1.4% |
| 30D | +5.0% | +16.4% | -11.4% | -3.3% |
| 3M | -5.7% | +7.1% | -12.8% | -9.3% |
| 6M | +7.5% | +16.1% | -8.6% | -1.0% |
| YTD | +13.8% | +30.4% | -16.6% | -1.9% |
| 1Y | +20.7% | +33.0% | -12.3% | +3.0% |
| 3Y | +90.1% | +134.6% | -44.5% | +18.8% |
| 5Y | +11.5% | +84.9% | -73.4% | -21.7% |
| 10Y | +88.2% | +114.9% | -26.7% | +5.0% |
| All | +147.8% | +630.7% | -482.8% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling