+153.3%
AMAT vs KRE
+91.7%
+61.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.9% |
| 7D | +11.4% | +0.7% | +10.6% | +11.0% |
| 30D | -17.0% | +6.1% | -23.2% | -19.3% |
| 3M | -30.6% | -5.9% | -24.7% | -28.6% |
| 6M | -14.9% | +9.6% | -24.5% | -19.0% |
| YTD | +44.7% | +14.2% | +30.5% | +34.8% |
| 1Y | +66.9% | +22.5% | +44.4% | +50.3% |
| 3Y | +153.3% | +90.4% | +62.9% | +96.1% |
| All | +153.3% | +91.7% | +61.6% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling