+126.2%
KRE vs SPMO
+575.0%
-448.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -1.1% | +2.7% | -3.8% | -2.9% |
| 30D | -3.4% | +1.1% | -4.5% | -4.2% |
| 3M | +3.7% | +2.0% | +1.7% | +0.2% |
| 6M | +14.8% | +26.5% | -11.8% | -7.1% |
| YTD | +14.7% | +26.5% | -11.9% | -7.3% |
| 1Y | +16.0% | +27.9% | -11.9% | -7.2% |
| 3Y | +84.3% | +160.4% | -76.1% | -17.7% |
| 5Y | +30.9% | +151.5% | -120.6% | -39.8% |
| 10Y | +122.0% | +526.3% | -404.4% | -43.7% |
| All | +126.2% | +575.0% | -448.9% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling