+103.1%
KRE vs AMBA
+12.8%
+90.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.3% | -3.5% | +0.7% |
| 7D | -0.4% | 0.0% | -0.3% | -0.5% |
| 30D | +6.4% | -8.6% | +15.0% | +8.0% |
| 3M | -3.1% | -29.0% | +25.9% | +2.9% |
| 6M | +6.4% | -19.2% | +25.6% | +6.1% |
| YTD | +15.3% | -13.0% | +28.3% | +11.8% |
| 1Y | +23.3% | -31.3% | +54.5% | +25.0% |
| 3Y | +93.6% | +28.1% | +65.5% | +60.7% |
| 5Y | +13.2% | -69.4% | +82.7% | +18.1% |
| 10Y | +103.1% | +7.6% | +95.5% | +36.4% |
| All | +103.1% | +12.8% | +90.3% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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