+7.4%
KR vs AMDL
+117.8%
-110.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +11.7% | -14.1% | -1.8% |
| 7D | -1.3% | +19.9% | -21.2% | -0.3% |
| 30D | +1.5% | +6.3% | -4.7% | +2.1% |
| 3M | -8.5% | -9.9% | +1.4% | -7.6% |
| 6M | -21.9% | +394.3% | -416.2% | -14.2% |
| YTD | -6.9% | +257.3% | -264.2% | +1.6% |
| 1Y | -14.0% | +508.5% | -522.5% | -2.8% |
| All | +7.4% | +117.8% | -110.4% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling