-33.5%
KREF vs SPY
+271.6%
-305.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.7% | +9.3% | +9.6% |
| 7D | +2.7% | -0.7% | +3.4% | +3.5% |
| 30D | -4.9% | -1.0% | -3.9% | -4.0% |
| 3M | -17.9% | -0.3% | -17.5% | -17.5% |
| 6M | -7.7% | +7.3% | -15.0% | -12.8% |
| YTD | -24.5% | +13.3% | -37.9% | -31.8% |
| 1Y | -21.1% | +14.8% | -35.9% | -29.5% |
| 3Y | -32.5% | +82.9% | -115.4% | -59.2% |
| 5Y | -54.1% | +75.6% | -129.7% | -71.5% |
| All | -33.5% | +271.6% | -305.0% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling