-55.1%
KREF vs SPY
+67.0%
-122.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | +2.5% |
| 7D | -2.1% | -4.7% | +2.7% | +2.1% |
| 30D | -8.8% | -5.9% | -2.9% | -4.0% |
| 3M | -19.7% | -4.5% | -15.1% | -16.4% |
| 6M | -9.8% | +1.8% | -11.5% | -11.0% |
| YTD | -25.4% | +8.3% | -33.8% | -30.2% |
| 1Y | -21.4% | +9.3% | -30.7% | -26.9% |
| 3Y | -33.3% | +74.9% | -108.2% | -58.6% |
| 5Y | -55.1% | +67.3% | -122.4% | -72.5% |
| All | -55.1% | +67.0% | -122.1% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling