+30.3%
KR vs AMT
+6.7%
+23.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +1.5% | +1.8% | -0.3% | +1.1% |
| 3M | -8.5% | -6.2% | -2.3% | -7.4% |
| 6M | -21.9% | -5.0% | -16.9% | -21.3% |
| YTD | -6.9% | +2.1% | -8.9% | -7.4% |
| 1Y | -14.0% | -5.7% | -8.2% | -13.5% |
| 3Y | +30.3% | +7.9% | +22.4% | +31.5% |
| All | +30.3% | +6.7% | +23.6% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling