+16.5%
KRE vs SAP
-22.5%
+38.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | -1.4% | -5.1% | +3.7% | -1.0% |
| 30D | -3.9% | -1.8% | -2.1% | -3.8% |
| 3M | +3.6% | +20.9% | -17.3% | +1.8% |
| 6M | +15.4% | +7.0% | +8.4% | +14.5% |
| YTD | +15.2% | -13.7% | +29.0% | +16.7% |
| 1Y | +16.5% | -19.6% | +36.0% | +21.5% |
| All | +16.5% | -22.5% | +38.9% | +21.5% |
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 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