+133.4%
KR vs AMP
+589.3%
-455.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | -0.2% | -0.5% | +0.4% | -0.1% |
| 30D | +5.1% | -1.3% | +6.4% | +5.2% |
| 3M | -8.2% | +24.2% | -32.4% | -10.3% |
| 6M | -18.0% | +24.6% | -42.6% | -20.1% |
| YTD | -4.8% | +14.8% | -19.6% | -6.4% |
| 1Y | -11.0% | +12.8% | -23.8% | -12.5% |
| 3Y | +37.7% | +69.0% | -31.3% | +27.5% |
| 5Y | +52.8% | +124.9% | -72.1% | +35.1% |
| All | +133.4% | +589.3% | -455.9% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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