+152.5%
KRE vs SPYM
+807.1%
-654.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.6% |
| 7D | +2.3% | +0.6% | +1.7% | +1.6% |
| 30D | -2.5% | -0.9% | -1.6% | -1.4% |
| 3M | +6.2% | +3.9% | +2.3% | +1.1% |
| 6M | +15.8% | +14.5% | +1.3% | -2.4% |
| YTD | +16.0% | +13.0% | +3.0% | -0.6% |
| 1Y | +16.2% | +19.4% | -3.3% | -7.0% |
| 3Y | +86.4% | +78.9% | +7.5% | -8.3% |
| 5Y | +33.0% | +82.3% | -49.4% | -36.3% |
| 10Y | +123.0% | +314.7% | -191.7% | -60.2% |
| All | +152.5% | +807.1% | -654.6% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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