+9.9%
KR vs AMDL
+126.1%
-116.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | +3.0% |
| 7D | -0.2% | +15.9% | -16.1% | +0.7% |
| 30D | +5.1% | +10.5% | -5.4% | +5.8% |
| 3M | -8.2% | -4.7% | -3.4% | -7.0% |
| 6M | -18.0% | +355.2% | -373.2% | -10.2% |
| YTD | -4.8% | +270.9% | -275.6% | +4.1% |
| 1Y | -11.0% | +499.5% | -510.5% | +0.5% |
| All | +9.9% | +126.1% | -116.2% | +26.1% |
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