+121.6%
KRE vs SFM
+268.6%
-146.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -1.4% | -8.8% | +7.3% | -0.2% |
| 30D | -3.9% | -14.5% | +10.5% | -1.9% |
| 3M | +3.6% | -16.8% | +20.5% | +5.9% |
| 6M | +15.4% | -5.3% | +20.7% | +15.2% |
| YTD | +15.2% | -9.4% | +24.6% | +15.4% |
| 1Y | +16.5% | -46.2% | +62.6% | +25.7% |
| 3Y | +85.2% | +81.3% | +3.9% | +62.7% |
| 5Y | +33.1% | +211.9% | -178.8% | +4.7% |
| All | +121.6% | +268.6% | -146.9% | +59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling