+153.0%
KRE vs AMC
-98.1%
+251.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.4% |
| 7D | +1.3% | +2.3% | -1.0% | +1.2% |
| 30D | -2.7% | -0.7% | -1.9% | -2.7% |
| 3M | +8.2% | +35.2% | -27.0% | +6.2% |
| 6M | +12.8% | +124.6% | -111.8% | +8.0% |
| YTD | +17.5% | +69.9% | -52.4% | +13.7% |
| 1Y | +16.6% | -2.6% | +19.2% | +15.2% |
| 3Y | +79.5% | -79.8% | +159.2% | +83.1% |
| 5Y | +32.4% | -99.4% | +131.8% | +46.4% |
| 10Y | +124.1% | -98.9% | +223.0% | +118.0% |
| All | +153.0% | -98.1% | +251.1% | +108.5% |
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