+83.8%
KRE vs SAN
+270.1%
-186.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +0.7% | +4.0% | -3.3% | -1.5% |
| 30D | +6.1% | -7.8% | +13.9% | +10.3% |
| 3M | -5.9% | -16.4% | +10.5% | +2.6% |
| 6M | +9.6% | +3.5% | +6.1% | +5.5% |
| YTD | +14.2% | +6.7% | +7.5% | +6.2% |
| 1Y | +22.5% | +14.5% | +8.0% | +9.3% |
| 3Y | +90.4% | +243.5% | -153.2% | -14.6% |
| 5Y | +11.9% | +296.2% | -284.3% | -55.7% |
| All | +83.8% | +270.1% | -186.3% | -31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling