+164.3%
KRE vs SFM
+44.5%
+119.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.6% | -0.7% |
| 7D | -1.6% | -7.1% | +5.5% | -0.7% |
| 30D | +4.9% | -21.4% | +26.3% | +7.6% |
| 3M | -4.5% | -40.1% | +35.6% | +1.5% |
| 6M | +7.7% | -38.0% | +45.7% | +13.4% |
| YTD | +14.5% | -36.5% | +51.1% | +19.6% |
| 1Y | +21.5% | -35.2% | +56.7% | +26.4% |
| 3Y | +91.2% | +23.5% | +67.8% | +76.9% |
| 5Y | +11.8% | +109.7% | -97.9% | -6.6% |
| 10Y | +89.3% | +132.6% | -43.2% | +48.8% |
| All | +164.3% | +44.5% | +119.8% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling