+85.5%
KRE vs SPYG
+96.8%
-11.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | -1.4% | -1.8% | +0.4% | -0.3% |
| 30D | -3.9% | -1.9% | -2.0% | -2.8% |
| 3M | +3.6% | +5.2% | -1.5% | +0.1% |
| 6M | +15.4% | +15.6% | -0.2% | +4.2% |
| YTD | +15.2% | +12.4% | +2.8% | +5.8% |
| 1Y | +16.5% | +17.5% | -1.0% | +3.5% |
| All | +85.5% | +96.8% | -11.3% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling