+4,200.1%
KR vs AME
+18,712.3%
-14,512.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -1.3% | +2.8% | -4.1% | -1.8% |
| 30D | +1.5% | -6.3% | +7.8% | +2.8% |
| 3M | -8.5% | +5.4% | -13.9% | -9.7% |
| 6M | -21.9% | +7.4% | -29.3% | -23.4% |
| YTD | -6.9% | +16.2% | -23.0% | -10.3% |
| 1Y | -14.0% | +26.8% | -40.8% | -18.8% |
| 3Y | +30.3% | +57.5% | -27.2% | +16.3% |
| 5Y | +37.7% | +84.8% | -47.1% | +18.2% |
| 10Y | +125.2% | +424.3% | -299.1% | +50.2% |
| All | +4,200.1% | +18,712.3% | -14,512.1% | +1,172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling