+171.3%
SAP vs KR
+123.5%
+47.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -5.1% | -2.7% | -2.4% | -4.9% |
| 30D | -1.8% | +1.9% | -3.7% | -1.9% |
| 3M | +20.9% | -11.0% | +32.0% | +21.8% |
| 6M | +7.0% | -20.2% | +27.2% | +8.4% |
| YTD | -13.7% | -7.3% | -6.5% | -13.5% |
| 1Y | -19.6% | -13.1% | -6.5% | -19.0% |
| 3Y | +52.4% | +29.7% | +22.7% | +47.9% |
| 5Y | +54.4% | +48.8% | +5.7% | +47.1% |
| All | +171.3% | +123.5% | +47.8% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 10y: compounded portfolio wealth divided by compounded KR 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…
10y analysis · Full analysis span regression · 6 months rolling