+48.8%
KR vs SAN
+379.7%
-331.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -2.7% | -2.8% | +0.1% | -2.7% |
| 30D | +1.9% | -0.5% | +2.5% | +1.9% |
| 3M | -11.0% | +22.7% | -33.8% | -11.0% |
| 6M | -20.2% | +28.8% | -49.0% | -20.2% |
| YTD | -7.3% | +26.3% | -33.5% | -7.3% |
| 1Y | -13.1% | +48.8% | -62.0% | -13.8% |
| 3Y | +29.7% | +347.2% | -317.5% | +20.8% |
| 5Y | +48.8% | +383.8% | -335.0% | +34.1% |
| All | +48.8% | +379.7% | -331.0% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling