+10.6%
KR vs AME
+21.1%
-10.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.6% | +7.9% | +1.3% |
| 7D | +6.1% | -4.4% | +10.5% | +4.3% |
| 30D | +17.3% | -5.9% | +23.2% | +14.9% |
| 3M | +20.2% | -6.5% | +26.7% | +17.2% |
| 6M | +3.3% | +3.2% | +0.1% | +5.4% |
| YTD | +12.3% | +16.0% | -3.7% | +18.1% |
| 1Y | +10.6% | +20.4% | -9.8% | +18.0% |
| All | +10.6% | +21.1% | -10.5% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling