-11.0%
KR vs SAN
+51.4%
-62.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +3.1% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | +5.1% | +0.9% | +4.1% | +5.2% |
| 3M | -8.2% | +19.1% | -27.3% | -4.7% |
| 6M | -18.0% | +33.2% | -51.2% | -12.5% |
| YTD | -4.8% | +29.1% | -33.9% | 0.0% |
| 1Y | -11.0% | +50.2% | -61.3% | -8.0% |
| All | -11.0% | +51.4% | -62.5% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling