+258.5%
KRE vs AMBA
+837.3%
-578.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +1.3% | -11.0% | +12.3% | +3.3% |
| 30D | -2.7% | -23.2% | +20.5% | +1.7% |
| 3M | +8.2% | -12.7% | +20.9% | +8.2% |
| 6M | +12.8% | +11.2% | +1.6% | +6.5% |
| YTD | +17.5% | -11.2% | +28.7% | +15.0% |
| 1Y | +16.6% | -22.5% | +39.1% | +15.7% |
| 3Y | +79.5% | -1.3% | +80.8% | +63.3% |
| 5Y | +32.4% | -54.2% | +86.6% | +28.2% |
| 10Y | +124.1% | -6.1% | +130.3% | +77.7% |
| All | +258.5% | +837.3% | -578.7% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling