+91.1%
AMKR vs MKC
-33.0%
+124.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.5% |
| 7D | +8.3% | -1.5% | +9.7% | +8.1% |
| 30D | -6.8% | -3.1% | -3.7% | -7.0% |
| 3M | -31.9% | +5.2% | -37.1% | -31.7% |
| 6M | +18.4% | -12.8% | +31.2% | +19.7% |
| YTD | +31.7% | -23.3% | +55.0% | +33.9% |
| 1Y | +105.2% | -24.1% | +129.4% | +109.0% |
| 3Y | +147.7% | -32.1% | +179.8% | +154.4% |
| All | +91.1% | -33.0% | +124.1% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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