+264.6%
AMD vs KRE
+11.4%
+253.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.3% | -9.1% | -8.9% |
| 7D | +18.9% | +0.7% | +18.2% | +18.5% |
| 30D | -6.4% | +6.1% | -12.6% | -9.6% |
| 3M | +10.6% | -5.9% | +16.5% | +14.4% |
| 6M | +19.9% | +9.6% | +10.3% | +12.9% |
| YTD | +149.4% | +14.2% | +135.2% | +127.3% |
| 1Y | +115.4% | +22.5% | +92.9% | +87.4% |
| 3Y | +357.3% | +90.4% | +266.9% | +188.3% |
| All | +264.6% | +11.4% | +253.1% | +290.8% |
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