+2,233.8%
SAP vs KR
+1,870.1%
+363.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.9% | +1.5% | -4.4% | -3.2% |
| 30D | +9.0% | +4.1% | +4.9% | +8.2% |
| 3M | +14.9% | -5.2% | +20.2% | +16.0% |
| 6M | +11.9% | -12.8% | +24.7% | +14.3% |
| YTD | -9.9% | -4.6% | -5.3% | -9.6% |
| 1Y | -19.5% | -11.7% | -7.9% | -18.3% |
| 3Y | +61.8% | +36.3% | +25.6% | +49.4% |
| 5Y | +56.2% | +40.0% | +16.2% | +40.7% |
| 10Y | +180.6% | +122.2% | +58.4% | +118.7% |
| All | +2,233.8% | +1,870.1% | +363.7% | +986.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling