+152.5%
KRE vs SPYG
+1,167.8%
-1,015.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | +2.3% | +1.2% | +1.1% | +1.1% |
| 30D | -2.5% | -1.6% | -0.9% | -1.0% |
| 3M | +6.2% | +3.4% | +2.9% | +1.7% |
| 6M | +15.8% | +18.9% | -3.1% | -5.1% |
| YTD | +16.0% | +13.8% | +2.2% | -0.7% |
| 1Y | +16.2% | +20.6% | -4.4% | -7.0% |
| 3Y | +86.4% | +100.5% | -14.1% | -16.6% |
| 5Y | +33.0% | +84.6% | -51.7% | -37.0% |
| 10Y | +123.0% | +410.8% | -287.8% | -71.4% |
| All | +152.5% | +1,167.8% | -1,015.3% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling