+53.6%
KRE vs SPOT
+214.5%
-160.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -1.4% | -6.9% | +5.4% | -0.5% |
| 30D | -3.9% | +4.1% | -8.0% | -4.5% |
| 3M | +3.6% | +3.7% | -0.1% | +2.8% |
| 6M | +15.4% | -1.6% | +17.0% | +14.8% |
| YTD | +15.2% | -10.2% | +25.4% | +15.6% |
| 1Y | +16.5% | -25.9% | +42.4% | +20.1% |
| 3Y | +85.2% | +235.6% | -150.4% | +46.8% |
| 5Y | +33.1% | +110.6% | -77.5% | +7.4% |
| All | +53.6% | +214.5% | -160.9% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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