+155.8%
KRE vs SPG
+548.1%
-392.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.1% |
| 7D | +1.3% | -2.4% | +3.7% | +2.6% |
| 30D | -2.7% | -6.8% | +4.2% | +1.0% |
| 3M | +8.2% | +2.7% | +5.5% | +6.4% |
| 6M | +12.8% | +5.5% | +7.4% | +9.3% |
| YTD | +17.5% | +15.7% | +1.8% | +8.1% |
| 1Y | +16.6% | +20.9% | -4.3% | +4.6% |
| 3Y | +79.5% | +112.4% | -32.9% | +18.4% |
| 5Y | +32.4% | +101.4% | -68.9% | -11.2% |
| 10Y | +124.1% | +60.6% | +63.5% | +46.4% |
| All | +155.8% | +548.1% | -392.3% | -37.5% |
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 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