+22.5%
KRE vs SPGI
+2.7%
+19.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +0.7% | +1.2% | -0.5% | +0.6% |
| 30D | +6.1% | +15.9% | -9.8% | +4.1% |
| 3M | -5.9% | +12.3% | -18.2% | -7.4% |
| 6M | +9.6% | +23.7% | -14.1% | +6.4% |
| YTD | +14.2% | -3.5% | +17.7% | +13.1% |
| 1Y | +22.5% | +0.4% | +22.1% | +19.0% |
| All | +22.5% | +2.7% | +19.8% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling