-19.6%
SAP vs KR
-13.6%
-6.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -5.1% | -2.7% | -2.4% | -4.8% |
| 30D | -1.8% | +1.9% | -3.7% | -2.1% |
| 3M | +20.9% | -11.0% | +32.0% | +20.7% |
| 6M | +7.0% | -20.2% | +27.2% | +6.9% |
| YTD | -13.7% | -7.3% | -6.5% | -12.8% |
| 1Y | -19.6% | -13.1% | -6.5% | -17.8% |
| All | -19.6% | -13.6% | -6.0% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling