+133.4%
KR vs AMT
+109.6%
+23.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +2.2% |
| 7D | -0.2% | +1.1% | -1.3% | -0.4% |
| 30D | +5.1% | +4.4% | +0.7% | +4.3% |
| 3M | -8.2% | -5.2% | -3.0% | -7.4% |
| 6M | -18.0% | -0.8% | -17.2% | -18.0% |
| YTD | -4.8% | +3.3% | -8.1% | -5.4% |
| 1Y | -11.0% | -6.0% | -5.0% | -10.5% |
| 3Y | +37.7% | +9.6% | +28.1% | +34.9% |
| 5Y | +52.8% | -29.2% | +82.0% | +57.5% |
| All | +133.4% | +109.6% | +23.8% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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