+36.4%
KR vs AMT
-32.2%
+68.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -3.1% | +1.5% | -4.5% | -3.3% |
| 30D | +0.6% | +3.7% | -3.1% | -0.1% |
| 3M | -9.8% | -7.2% | -2.6% | -8.6% |
| 6M | -22.1% | -4.2% | -18.0% | -21.7% |
| YTD | -8.1% | +1.9% | -10.0% | -8.6% |
| 1Y | -14.7% | -6.4% | -8.3% | -14.0% |
| 3Y | +28.6% | +7.7% | +20.8% | +26.3% |
| 5Y | +36.4% | -30.9% | +67.3% | +36.7% |
| All | +36.4% | -32.2% | +68.6% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling