+16.6%
KRE vs SAN
+58.9%
-42.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +1.3% | +1.8% | -0.5% | +0.8% |
| 30D | -2.7% | +2.0% | -4.7% | -3.2% |
| 3M | +8.2% | +19.7% | -11.5% | +2.9% |
| 6M | +12.8% | +30.6% | -17.8% | +4.5% |
| YTD | +17.5% | +28.8% | -11.4% | +8.4% |
| 1Y | +16.6% | +57.8% | -41.2% | +2.0% |
| All | +16.6% | +58.9% | -42.3% | +2.0% |
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