+48.8%
KR vs SFM
+212.1%
-163.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -2.7% | -8.8% | +6.1% | -0.3% |
| 30D | +1.9% | -14.5% | +16.4% | +6.0% |
| 3M | -11.0% | -16.8% | +5.8% | -7.2% |
| 6M | -20.2% | -5.3% | -14.9% | -20.0% |
| YTD | -7.3% | -9.4% | +2.1% | -6.3% |
| 1Y | -13.1% | -46.2% | +33.0% | +0.4% |
| 3Y | +29.7% | +81.3% | -51.5% | -8.6% |
| 5Y | +48.8% | +211.9% | -163.1% | -25.2% |
| All | +48.8% | +212.1% | -163.4% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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