Given the monthly excess returns $($i$.$e$.,$ nominal return minus risk$-$free rate$)$ that follow, find the R$2,$ alpha, and beta of the portfolio. Compute the average return differential $($portfolio return minus S&P $500$ return$).$ Do not round intermediate calculations. Round your answers to two decimal places.

Month Portfolio Return $(\%)$ S&P $500$ Return $(\%)$

January $5\mathrm{.}25\mathrm{.}6$

February $-2\mathrm{.}4-2\mathrm{.}9$

March $-1\mathrm{.}8-1\mathrm{.}0$

April $2\mathrm{.}72\mathrm{.}0$

May $0\mathrm{.}5-0\mathrm{.}1$

June $-1\mathrm{.}2-0\mathrm{.}6$

July $0\mathrm{.}10\mathrm{.}5$

August $1\mathrm{.}82\mathrm{.}1$

September $-0\mathrm{.}4-0\mathrm{.}2$

October $-3\mathrm{.}0-3\mathrm{.}3$

November $3\mathrm{.}02\mathrm{.}2$

December $0\mathrm{.}70\mathrm{.}3$

R $2$ :

Alpha:

$\%$

Beta:

Average return difference:

$\%$