+854.9%
KR vs AMT
+1,439.7%
-584.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +0.5% | -2.2% | +2.7% | +0.8% |
| 30D | +14.9% | +5.8% | +9.2% | +14.2% |
| 3M | +25.4% | +12.6% | +12.8% | +23.6% |
| 6M | +9.3% | +8.3% | +1.0% | +8.3% |
| YTD | +13.7% | +11.4% | +2.2% | +12.1% |
| 1Y | +9.2% | +7.7% | +1.4% | +8.1% |
| 3Y | +70.1% | +14.8% | +55.3% | +66.4% |
| 5Y | +82.5% | -18.0% | +100.4% | +83.7% |
| 10Y | +155.7% | +133.0% | +22.8% | +127.7% |
| All | +854.9% | +1,439.7% | -584.8% | +476.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling