+86.4%
KRE vs SFM
+96.9%
-10.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -0.6% |
| 7D | +2.3% | -5.8% | +8.1% | +2.9% |
| 30D | -2.5% | -11.4% | +8.9% | -1.4% |
| 3M | +6.2% | -12.2% | +18.4% | +7.4% |
| 6M | +15.8% | -5.2% | +21.0% | +15.7% |
| YTD | +16.0% | -4.5% | +20.5% | +15.7% |
| 1Y | +16.2% | -45.4% | +61.6% | +27.3% |
| 3Y | +86.4% | +91.1% | -4.7% | +49.0% |
| All | +86.4% | +96.9% | -10.5% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling