+26.9%
KRE vs SPYG
+10.8%
+16.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.4% |
| 7D | +2.8% | -2.8% | +5.6% | +3.5% |
| 30D | +5.3% | -6.2% | +11.5% | +6.9% |
| 3M | -4.2% | -3.6% | -0.6% | -3.5% |
| 6M | +8.7% | +4.8% | +3.9% | +6.2% |
| YTD | +16.4% | +11.0% | +5.4% | +9.5% |
| 1Y | +26.9% | +11.2% | +15.7% | +19.5% |
| All | +26.9% | +10.8% | +16.0% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling