+1,315.3%
AMAT vs KRE
+110.3%
+1,204.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.7% | +9.6% | +10.4% |
| 7D | -1.1% | -0.4% | -0.7% | -0.6% |
| 30D | -26.9% | +6.4% | -33.4% | -29.5% |
| 3M | -31.2% | -3.1% | -28.1% | -30.1% |
| 6M | -14.7% | +6.4% | -21.1% | -18.1% |
| YTD | +44.7% | +15.3% | +29.4% | +32.6% |
| 1Y | +62.0% | +23.3% | +38.7% | +42.8% |
| 3Y | +165.0% | +93.6% | +71.3% | +74.8% |
| 5Y | +147.1% | +13.2% | +133.9% | +121.9% |
| 10Y | +1,315.3% | +103.1% | +1,212.1% | +985.3% |
| All | +1,315.3% | +110.3% | +1,204.9% | +985.3% |
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