+126.9%
KRE vs USFD
+339.9%
-212.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.3% | +3.0% | -2.7% | -1.1% |
| 30D | +4.8% | +11.1% | -6.3% | 0.0% |
| 3M | -5.1% | -0.3% | -4.8% | -5.4% |
| 6M | +3.3% | +15.9% | -12.6% | -4.2% |
| YTD | +13.3% | +41.6% | -28.3% | -5.0% |
| 1Y | +22.9% | +49.4% | -26.5% | +0.4% |
| 3Y | +82.1% | +157.8% | -75.7% | +16.4% |
| 5Y | +11.0% | +176.6% | -165.6% | -32.9% |
| 10Y | +115.7% | +375.4% | -259.6% | +0.8% |
| All | +126.9% | +339.9% | -212.9% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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