+33.0%
KRE vs AMC
-99.4%
+132.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.2% |
| 7D | +1.3% | +2.3% | -1.0% | +1.1% |
| 30D | -2.7% | -0.7% | -1.9% | -2.7% |
| 3M | +8.2% | +35.2% | -27.0% | +4.7% |
| 6M | +12.8% | +124.6% | -111.8% | +4.5% |
| YTD | +17.5% | +69.9% | -52.4% | +10.7% |
| 1Y | +16.6% | -2.6% | +19.2% | +14.1% |
| 3Y | +79.5% | -79.8% | +159.2% | +87.9% |
| All | +33.0% | -99.4% | +132.4% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling