+121.9%
KRE vs SPMO
+517.6%
-395.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.3% |
| 7D | -1.8% | -0.9% | -0.9% | -1.2% |
| 30D | -4.5% | -1.9% | -2.6% | -3.3% |
| 3M | +2.7% | -1.4% | +4.1% | +1.9% |
| 6M | +16.9% | +25.5% | -8.6% | -5.3% |
| YTD | +15.4% | +24.8% | -9.5% | -6.2% |
| 1Y | +16.1% | +24.5% | -8.4% | -5.6% |
| 3Y | +85.7% | +157.1% | -71.4% | -17.6% |
| 5Y | +33.3% | +149.5% | -116.2% | -39.3% |
| All | +121.9% | +517.6% | -395.7% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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