+153.2%
AMAT vs KRE
+11.1%
+142.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | +19.3% | +0.3% | +19.0% | +19.2% |
| 30D | -17.9% | +5.0% | -23.0% | -20.1% |
| 3M | -30.4% | -5.7% | -24.7% | -28.3% |
| 6M | -11.4% | +7.5% | -19.0% | -15.4% |
| YTD | +48.8% | +13.8% | +34.9% | +37.5% |
| 1Y | +66.0% | +20.7% | +45.4% | +48.6% |
| 3Y | +158.8% | +90.1% | +68.7% | +72.9% |
| 5Y | +153.2% | +11.5% | +141.7% | +165.8% |
| All | +153.2% | +11.1% | +142.1% | +165.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling