+103.1%
KRE vs AMC
-98.6%
+201.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.3% | -6.5% | +1.4% |
| 7D | -0.4% | +6.6% | -7.0% | -0.7% |
| 30D | +6.4% | +14.1% | -7.7% | +5.9% |
| 3M | -3.1% | +31.3% | -34.3% | -4.2% |
| 6M | +6.4% | +126.7% | -120.3% | +2.2% |
| YTD | +15.3% | +117.9% | -102.6% | +10.6% |
| 1Y | +23.3% | +41.1% | -17.8% | +20.1% |
| 3Y | +93.6% | -61.0% | +154.6% | +93.4% |
| 5Y | +13.2% | -99.1% | +112.4% | +22.4% |
| 10Y | +103.1% | -98.7% | +201.8% | +90.8% |
| All | +103.1% | -98.6% | +201.7% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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