+121.6%
KRE vs SAP
+175.6%
-54.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | -1.4% | -5.1% | +3.7% | +0.5% |
| 30D | -3.9% | -1.8% | -2.1% | -3.5% |
| 3M | +3.6% | +20.9% | -17.3% | -4.6% |
| 6M | +15.4% | +7.0% | +8.4% | +10.4% |
| YTD | +15.2% | -13.7% | +29.0% | +19.0% |
| 1Y | +16.5% | -19.6% | +36.0% | +23.9% |
| 3Y | +85.2% | +52.4% | +32.7% | +43.5% |
| 5Y | +33.1% | +54.4% | -21.3% | -0.3% |
| All | +121.6% | +175.6% | -54.0% | +29.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling