+90.4%
KRE vs SAN
+247.1%
-156.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +0.7% | +4.0% | -3.3% | -0.5% |
| 30D | +6.1% | -7.8% | +13.9% | +8.5% |
| 3M | -5.9% | -16.4% | +10.5% | -1.0% |
| 6M | +9.6% | +3.5% | +6.1% | +7.3% |
| YTD | +14.2% | +6.7% | +7.5% | +9.7% |
| 1Y | +22.5% | +14.5% | +8.0% | +14.7% |
| 3Y | +90.4% | +243.5% | -153.2% | +17.2% |
| All | +90.4% | +247.1% | -156.7% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling