+155.8%
KRE vs SAP
+474.8%
-319.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | +1.3% | -2.9% | +4.2% | +2.7% |
| 30D | -2.7% | +9.0% | -11.7% | -7.2% |
| 3M | +8.2% | +14.9% | -6.8% | -0.7% |
| 6M | +12.8% | +11.9% | +0.9% | +3.5% |
| YTD | +17.5% | -9.9% | +27.4% | +18.7% |
| 1Y | +16.6% | -19.5% | +36.1% | +24.8% |
| 3Y | +79.5% | +61.8% | +17.7% | +26.4% |
| 5Y | +32.4% | +56.2% | -23.8% | -7.5% |
| 10Y | +124.1% | +180.6% | -56.5% | +1.2% |
| All | +155.8% | +474.8% | -319.0% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling