+155.8%
KRE vs SAN
+238.2%
-82.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | +1.3% | +1.8% | -0.5% | +0.4% |
| 30D | -2.7% | +2.0% | -4.7% | -3.7% |
| 3M | +8.2% | +19.7% | -11.5% | -2.3% |
| 6M | +12.8% | +30.6% | -17.8% | -3.4% |
| YTD | +17.5% | +28.8% | -11.4% | +0.4% |
| 1Y | +16.6% | +57.8% | -41.2% | -11.0% |
| 3Y | +79.5% | +338.1% | -258.7% | -23.6% |
| 5Y | +32.4% | +384.2% | -351.8% | -48.4% |
| 10Y | +124.1% | +353.2% | -229.0% | -15.1% |
| All | +155.8% | +238.2% | -82.4% | -13.3% |
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