+123.0%
KRE vs AMC
-98.9%
+221.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.1% |
| 7D | +2.3% | -0.8% | +3.1% | +2.4% |
| 30D | -2.5% | -1.2% | -1.3% | -2.5% |
| 3M | +6.2% | +42.2% | -36.0% | +4.2% |
| 6M | +15.8% | +118.8% | -103.0% | +11.4% |
| YTD | +16.0% | +64.1% | -48.1% | +12.6% |
| 1Y | +16.2% | -9.5% | +25.7% | +15.2% |
| 3Y | +86.4% | -64.3% | +150.8% | +86.9% |
| 5Y | +33.0% | -99.5% | +132.4% | +46.1% |
| 10Y | +123.0% | -98.9% | +221.9% | +111.9% |
| All | +123.0% | -98.9% | +221.9% | +111.9% |
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