+148.6%
KRE vs SPY
+774.1%
-625.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | +0.7% | +2.6% | -1.8% | -2.5% |
| 30D | +6.1% | -2.0% | +8.1% | +8.5% |
| 3M | -5.9% | -2.8% | -3.1% | -3.0% |
| 6M | +9.6% | +2.1% | +7.5% | +5.7% |
| YTD | +14.2% | +11.5% | +2.7% | -1.7% |
| 1Y | +22.5% | +13.5% | +9.0% | +3.1% |
| 3Y | +90.4% | +77.7% | +12.7% | -9.9% |
| 5Y | +11.9% | +72.6% | -60.7% | -45.3% |
| 10Y | +88.8% | +308.2% | -219.4% | -69.6% |
| All | +148.6% | +774.1% | -625.5% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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