+112,225.0%
AMAT vs KR
+5,229.4%
+106,995.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.5% | +10.9% | +11.3% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -26.9% | +10.3% | -37.3% | -28.6% |
| 3M | -31.2% | +20.7% | -51.9% | -34.1% |
| 6M | -14.7% | +4.9% | -19.6% | -16.8% |
| YTD | +44.7% | +10.7% | +34.0% | +38.2% |
| 1Y | +62.0% | +7.2% | +54.8% | +55.6% |
| 3Y | +165.0% | +65.7% | +99.3% | +123.4% |
| 5Y | +147.1% | +80.8% | +66.3% | +99.2% |
| 10Y | +1,315.3% | +159.6% | +1,155.7% | +874.7% |
| All | +112,225.0% | +5,229.4% | +106,995.6% | +27,080.8% |
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 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