+10.9%
KRE vs AMBA
-70.4%
+81.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -1.2% |
| 7D | +0.3% | -7.2% | +7.5% | +1.5% |
| 30D | +4.8% | -10.4% | +15.2% | +6.5% |
| 3M | -5.1% | -30.1% | +25.1% | +0.4% |
| 6M | +3.3% | -22.4% | +25.7% | +3.7% |
| YTD | +13.3% | -17.3% | +30.7% | +11.1% |
| 1Y | +22.9% | -35.4% | +58.3% | +26.0% |
| 3Y | +82.1% | +18.6% | +63.5% | +54.1% |
| All | +10.9% | -70.4% | +81.3% | +7.0% |
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