+56.8%
SAP vs KR
+40.7%
+16.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.1% |
| 7D | -0.3% | -3.1% | +2.8% | -0.1% |
| 30D | +0.3% | +0.6% | -0.3% | +0.2% |
| 3M | +16.9% | -9.8% | +26.7% | +17.1% |
| 6M | +6.3% | -22.1% | +28.5% | +6.7% |
| YTD | -12.4% | -8.1% | -4.3% | -12.2% |
| 1Y | -21.6% | -14.7% | -7.0% | -21.4% |
| 3Y | +54.8% | +28.6% | +26.2% | +51.9% |
| All | +56.8% | +40.7% | +16.2% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling