+2,448.5%
SAP vs KR
+2,280.6%
+167.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | +0.1% |
| 7D | +0.6% | +4.6% | -4.0% | -0.2% |
| 30D | +6.5% | +12.2% | -5.7% | +4.3% |
| 3M | +12.2% | +24.6% | -12.3% | +7.7% |
| 6M | +46.1% | +8.2% | +37.9% | +43.7% |
| YTD | -1.6% | +15.3% | -16.9% | -4.7% |
| 1Y | -5.1% | +9.8% | -14.9% | -7.3% |
| 3Y | +68.4% | +71.4% | -3.0% | +49.0% |
| 5Y | +79.4% | +85.1% | -5.6% | +53.6% |
| 10Y | +230.5% | +159.4% | +71.1% | +151.2% |
| All | +2,448.5% | +2,280.6% | +167.8% | +1,045.5% |
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