+155.8%
KRE vs SPGI
+1,185.9%
-1,030.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.5% |
| 7D | +1.3% | +0.1% | +1.2% | +1.1% |
| 30D | -2.7% | +8.4% | -11.1% | -7.4% |
| 3M | +8.2% | +11.8% | -3.6% | +0.1% |
| 6M | +12.8% | +5.7% | +7.1% | +7.3% |
| YTD | +17.5% | -9.7% | +27.2% | +20.9% |
| 1Y | +16.6% | -12.5% | +29.0% | +21.6% |
| 3Y | +79.5% | +21.8% | +57.6% | +52.6% |
| 5Y | +32.4% | +8.2% | +24.2% | +17.7% |
| 10Y | +124.1% | +309.5% | -185.4% | -16.6% |
| All | +155.8% | +1,185.9% | -1,030.1% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling