+171.1%
KRE vs SFM
+132.6%
+38.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.3% | +0.1% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -2.7% | -4.4% | +1.7% | -2.2% |
| 3M | +8.2% | +1.5% | +6.7% | +7.5% |
| 6M | +12.8% | +6.5% | +6.3% | +10.8% |
| YTD | +17.5% | +2.2% | +15.3% | +15.8% |
| 1Y | +16.6% | -41.9% | +58.5% | +24.3% |
| 3Y | +79.5% | +106.8% | -27.3% | +55.8% |
| 5Y | +32.4% | +231.6% | -199.1% | +4.7% |
| 10Y | +124.1% | +258.4% | -134.3% | +66.7% |
| All | +171.1% | +132.6% | +38.6% | +113.3% |
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