+868.4%
KR vs AMT
+1,454.7%
-586.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | +4.6% | +1.5% | +3.1% | +4.4% |
| 30D | +12.2% | +6.8% | +5.4% | +11.4% |
| 3M | +24.6% | +11.2% | +13.4% | +23.0% |
| 6M | +8.2% | +12.5% | -4.3% | +6.7% |
| YTD | +15.3% | +12.5% | +2.8% | +13.6% |
| 1Y | +9.8% | +10.1% | -0.4% | +8.4% |
| 3Y | +71.4% | +16.0% | +55.3% | +67.4% |
| 5Y | +85.1% | -17.2% | +102.2% | +86.1% |
| 10Y | +159.4% | +135.2% | +24.1% | +130.7% |
| All | +868.4% | +1,454.7% | -586.3% | +483.9% |
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