+33.0%
KR vs AMDL
+102.5%
-69.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -17.6% | +19.0% | +0.5% |
| 7D | +4.6% | +37.2% | -32.6% | +6.8% |
| 30D | +12.2% | -24.0% | +36.3% | +12.1% |
| 3M | +24.6% | -1.0% | +25.6% | +26.8% |
| 6M | +8.2% | -3.2% | +11.4% | +11.8% |
| YTD | +15.3% | +232.2% | -216.9% | +27.4% |
| 1Y | +9.8% | +137.7% | -128.0% | +20.0% |
| All | +33.0% | +102.5% | -69.5% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling