+84.4%
KRE vs AMC
-98.7%
+183.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -1.6% | -2.8% | +1.2% | -1.5% |
| 30D | +4.9% | +14.0% | -9.1% | +4.3% |
| 3M | -4.5% | +42.5% | -47.0% | -5.9% |
| 6M | +7.7% | +142.6% | -134.9% | +3.2% |
| YTD | +14.5% | +119.2% | -104.7% | +9.9% |
| 1Y | +21.5% | +40.7% | -19.2% | +18.5% |
| 3Y | +91.2% | -57.3% | +148.5% | +90.4% |
| 5Y | +11.8% | -99.1% | +110.9% | +20.7% |
| All | +84.4% | -98.7% | +183.1% | +72.0% |
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