+4,200.1%
KR vs SAN
+2,106.1%
+2,094.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -1.3% | +3.3% | -4.6% | -1.8% |
| 30D | +1.5% | +1.1% | +0.4% | +1.3% |
| 3M | -8.5% | +22.2% | -30.7% | -11.5% |
| 6M | -21.9% | +36.0% | -57.9% | -26.0% |
| YTD | -6.9% | +28.2% | -35.1% | -11.4% |
| 1Y | -14.0% | +54.1% | -68.1% | -20.7% |
| 3Y | +30.3% | +354.2% | -323.9% | -1.0% |
| 5Y | +37.7% | +387.3% | -349.6% | +1.0% |
| 10Y | +125.2% | +334.8% | -209.6% | +58.9% |
| All | +4,200.1% | +2,106.1% | +2,094.0% | +1,448.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling