+121.6%
KRE vs SPGI
+291.9%
-170.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.5% |
| 7D | -1.4% | -8.9% | +7.5% | +3.4% |
| 30D | -3.9% | +0.6% | -4.6% | -4.5% |
| 3M | +3.6% | +2.0% | +1.7% | +1.4% |
| 6M | +15.4% | +0.1% | +15.3% | +13.5% |
| YTD | +15.2% | -16.4% | +31.6% | +23.6% |
| 1Y | +16.5% | -18.9% | +35.4% | +26.5% |
| 3Y | +85.2% | +13.8% | +71.4% | +64.9% |
| 5Y | +33.1% | +0.5% | +32.6% | +23.9% |
| All | +121.6% | +291.9% | -170.3% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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