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 $5\mathrm{.}96\mathrm{.}3$

February $-2\mathrm{.}6-3\mathrm{.}5$

March $-1\mathrm{.}6-1\mathrm{.}4$

April $2\mathrm{.}62\mathrm{.}0$

May $0\mathrm{.}80\mathrm{.}2$

June $-0\mathrm{.}7-0\mathrm{.}1$

July $0\mathrm{.}30\mathrm{.}8$

August $1\mathrm{.}21\mathrm{.}5$

September $-0\mathrm{.}8-0\mathrm{.}2$

October $-3\mathrm{.}3-4\mathrm{.}0$

November $2\mathrm{.}92\mathrm{.}0$

December $0\mathrm{.}30\mathrm{.}1$

R $2$ :

Alpha:

$\%$

Beta:

Average return difference:

$\%$