+268.9%
AMAT vs KR
+38.2%
+230.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.3% | +3.4% |
| 7D | +7.0% | -1.3% | +8.3% | +6.7% |
| 30D | -12.2% | +1.5% | -13.7% | -11.8% |
| 3M | -3.8% | -8.5% | +4.7% | -4.6% |
| 6M | +45.9% | -21.9% | +67.8% | +42.0% |
| YTD | +84.6% | -6.9% | +91.5% | +83.6% |
| 1Y | +193.4% | -14.0% | +207.3% | +190.2% |
| 3Y | +228.1% | +30.3% | +197.8% | +220.7% |
| 5Y | +268.9% | +37.7% | +231.2% | +258.8% |
| All | +268.9% | +38.2% | +230.8% | +258.8% |
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 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