+16.6%
KRE vs SAP
-19.8%
+36.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +1.3% | -2.9% | +4.2% | +1.5% |
| 30D | -2.7% | +9.0% | -11.7% | -3.3% |
| 3M | +8.2% | +14.9% | -6.8% | +6.6% |
| 6M | +12.8% | +11.9% | +0.9% | +11.5% |
| YTD | +17.5% | -9.9% | +27.4% | +18.4% |
| 1Y | +16.6% | -19.5% | +36.1% | +22.4% |
| All | +16.6% | -19.8% | +36.4% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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