+76.4%
AMZN vs KRE
+83.2%
-6.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -1.0% | -1.1% | +0.1% | -0.6% |
| 30D | -9.2% | -3.4% | -5.8% | -8.1% |
| 3M | +3.4% | +3.7% | -0.3% | +1.8% |
| 6M | +18.2% | +14.8% | +3.5% | +12.0% |
| YTD | +9.3% | +14.7% | -5.3% | +3.1% |
| 1Y | +5.9% | +16.0% | -10.1% | -0.8% |
| All | +76.4% | +83.2% | -6.8% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling