+11.4%
KRE vs SPOT
+117.4%
-105.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | 0.0% |
| 7D | +0.7% | +1.6% | -0.8% | +0.5% |
| 30D | +6.1% | +16.9% | -10.8% | +3.9% |
| 3M | -5.9% | +23.0% | -28.9% | -8.7% |
| 6M | +9.6% | +42.2% | -32.6% | +3.9% |
| YTD | +14.2% | +5.5% | +8.7% | +12.2% |
| 1Y | +22.5% | -5.1% | +27.6% | +22.3% |
| 3Y | +90.4% | +257.9% | -167.5% | +46.9% |
| All | +11.4% | +117.4% | -105.9% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling