+126.7%
AMAT vs KRE
+10.5%
+116.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -14.7% | +0.3% | -15.0% | -14.8% |
| 30D | -36.1% | +4.8% | -40.9% | -37.8% |
| 3M | -36.9% | -5.1% | -31.8% | -35.2% |
| 6M | -22.2% | +3.3% | -25.5% | -24.0% |
| YTD | +29.9% | +13.3% | +16.6% | +20.3% |
| 1Y | +43.3% | +22.9% | +20.4% | +26.8% |
| 3Y | +142.7% | +82.1% | +60.6% | +66.1% |
| All | +126.7% | +10.5% | +116.2% | +137.6% |
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