+704.7%
KR vs AMP
+2,095.9%
-1,391.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -2.7% | -2.0% | -0.6% | -2.3% |
| 30D | +1.9% | -1.7% | +3.6% | +2.2% |
| 3M | -11.0% | +23.2% | -34.3% | -14.1% |
| 6M | -20.2% | +22.2% | -42.4% | -23.0% |
| YTD | -7.3% | +14.0% | -21.3% | -9.7% |
| 1Y | -13.1% | +14.0% | -27.1% | -15.5% |
| 3Y | +29.7% | +67.0% | -37.3% | +16.7% |
| 5Y | +48.8% | +123.2% | -74.5% | +25.4% |
| 10Y | +122.8% | +578.5% | -455.8% | +43.4% |
| All | +704.7% | +2,095.9% | -1,391.1% | +292.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling