+144.1%
KRE vs AMC
-97.7%
+241.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | +0.3% | +2.6% | -2.4% | +0.1% |
| 30D | +4.8% | +9.0% | -4.2% | +4.4% |
| 3M | -5.1% | +22.2% | -27.2% | -6.0% |
| 6M | +3.3% | +91.5% | -88.2% | -0.4% |
| YTD | +13.3% | +101.3% | -87.9% | +8.7% |
| 1Y | +22.9% | +20.8% | +2.1% | +20.2% |
| 3Y | +82.1% | -71.3% | +153.4% | +84.0% |
| 5Y | +11.0% | -99.2% | +110.3% | +21.7% |
| 10Y | +115.7% | -98.7% | +214.4% | +109.6% |
| All | +144.1% | -97.7% | +241.8% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling