+11.4%
KRE vs AMBA
-69.7%
+81.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +0.7% | +2.7% | -1.9% | +0.2% |
| 30D | +6.1% | -2.2% | +8.3% | +6.3% |
| 3M | -5.9% | -26.6% | +20.7% | -1.3% |
| 6M | +9.6% | -26.8% | +36.4% | +11.6% |
| YTD | +14.2% | -15.1% | +29.3% | +11.4% |
| 1Y | +22.5% | -32.3% | +54.8% | +24.6% |
| 3Y | +90.4% | +19.8% | +70.6% | +60.6% |
| All | +11.4% | -69.7% | +81.2% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling