-37.6%
KREF vs SPY
+265.6%
-303.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | -4.2% | +2.6% | -6.8% | -6.3% |
| 30D | -7.5% | -2.0% | -5.5% | -5.9% |
| 3M | -29.4% | -2.8% | -26.6% | -27.7% |
| 6M | -13.4% | +2.1% | -15.5% | -14.9% |
| YTD | -29.2% | +11.5% | -40.7% | -35.3% |
| 1Y | -27.7% | +13.5% | -41.2% | -34.8% |
| 3Y | -35.2% | +77.7% | -112.9% | -59.9% |
| 5Y | -57.0% | +72.6% | -129.6% | -72.9% |
| All | -37.6% | +265.6% | -303.1% | -77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling