+30.9%
KRE vs SPOT
+111.4%
-80.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -1.1% | -6.5% | +5.4% | -0.2% |
| 30D | -3.4% | +2.2% | -5.6% | -3.8% |
| 3M | +3.7% | +5.4% | -1.7% | +2.7% |
| 6M | +14.8% | -4.0% | +18.8% | +14.7% |
| YTD | +14.7% | -9.9% | +24.6% | +15.2% |
| 1Y | +16.0% | -27.3% | +43.3% | +20.3% |
| 3Y | +84.3% | +236.4% | -152.1% | +43.8% |
| 5Y | +30.9% | +112.6% | -81.7% | +1.1% |
| All | +30.9% | +111.4% | -80.5% | +1.1% |
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