+21.5%
KRE vs SPGI
+2.4%
+19.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | +4.9% | +15.3% | -10.4% | +2.9% |
| 3M | -4.5% | +16.5% | -21.0% | -6.4% |
| 6M | +7.7% | +19.8% | -12.2% | +5.0% |
| YTD | +14.5% | -3.2% | +17.8% | +13.3% |
| 1Y | +21.5% | +1.8% | +19.7% | +17.8% |
| All | +21.5% | +2.4% | +19.2% | +17.8% |
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