+11.8%
KRE vs SAP
+74.8%
-63.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -1.6% | -2.5% | +0.9% | -0.9% |
| 30D | +4.9% | +7.5% | -2.6% | +2.6% |
| 3M | -4.5% | +11.6% | -16.1% | -7.9% |
| 6M | +7.7% | +37.6% | -30.0% | -3.5% |
| YTD | +14.5% | -2.0% | +16.5% | +14.2% |
| 1Y | +21.5% | -6.4% | +27.9% | +23.5% |
| 3Y | +91.2% | +67.7% | +23.5% | +46.2% |
| 5Y | +11.8% | +75.7% | -64.0% | -22.3% |
| All | +11.8% | +74.8% | -63.0% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling