+1,665.8%
AMAT vs KRE
+122.6%
+1,543.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.7% |
| 7D | +7.0% | +2.3% | +4.7% | +5.6% |
| 30D | -12.2% | -2.5% | -9.7% | -11.0% |
| 3M | -3.8% | +6.2% | -10.1% | -7.4% |
| 6M | +45.9% | +15.8% | +30.1% | +33.9% |
| YTD | +84.6% | +16.0% | +68.6% | +68.8% |
| 1Y | +193.4% | +16.2% | +177.2% | +167.1% |
| 3Y | +228.1% | +86.4% | +141.7% | +120.9% |
| 5Y | +268.9% | +33.0% | +236.0% | +201.8% |
| 10Y | +1,665.8% | +123.0% | +1,542.8% | +969.1% |
| All | +1,665.8% | +122.6% | +1,543.2% | +969.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 10y: compounded portfolio wealth divided by compounded KRE 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…
10y analysis · Full analysis span regression · 6 months rolling