+3,670.0%
AMAT vs KRE
+154.6%
+3,515.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.0% |
| 7D | -1.5% | +1.3% | -2.8% | -2.2% |
| 30D | -14.8% | -2.7% | -12.1% | -13.5% |
| 3M | -9.3% | +8.2% | -17.5% | -13.3% |
| 6M | +27.4% | +12.8% | +14.6% | +19.0% |
| YTD | +77.6% | +17.5% | +60.1% | +61.8% |
| 1Y | +188.9% | +16.6% | +172.4% | +163.4% |
| 3Y | +202.3% | +79.5% | +122.8% | +111.4% |
| 5Y | +248.9% | +32.4% | +216.5% | +185.0% |
| 10Y | +1,585.2% | +124.1% | +1,461.1% | +870.8% |
| All | +3,670.0% | +154.6% | +3,515.4% | +1,739.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling