+557.1%
KR vs AMBA
+837.3%
-280.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | +1.5% | -11.0% | +12.5% | +1.4% |
| 30D | +4.1% | -23.2% | +27.2% | +3.9% |
| 3M | -5.2% | -12.7% | +7.5% | -5.2% |
| 6M | -12.8% | +11.2% | -24.0% | -12.8% |
| YTD | -4.6% | -11.2% | +6.6% | -4.6% |
| 1Y | -11.7% | -22.5% | +10.9% | -11.6% |
| 3Y | +36.3% | -1.3% | +37.6% | +35.7% |
| 5Y | +40.0% | -54.2% | +94.1% | +39.3% |
| 10Y | +122.2% | -6.1% | +128.3% | +109.3% |
| All | +557.1% | +837.3% | -280.2% | +469.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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