+93.6%
KRE vs SPGI
+30.9%
+62.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | -0.4% | -0.9% | +0.5% | -0.1% |
| 30D | +6.4% | +15.5% | -9.1% | +0.9% |
| 3M | -3.1% | +15.7% | -18.7% | -8.4% |
| 6M | +6.4% | +19.1% | -12.7% | -1.3% |
| YTD | +15.3% | -4.1% | +19.4% | +17.3% |
| 1Y | +23.3% | +1.2% | +22.1% | +21.2% |
| 3Y | +93.6% | +31.6% | +62.0% | +38.4% |
| All | +93.6% | +30.9% | +62.7% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling