+275.9%
KRE vs AMCR
+97.2%
+178.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | 0.0% |
| 7D | -1.1% | -6.3% | +5.2% | +1.6% |
| 30D | -3.4% | -7.1% | +3.7% | -0.5% |
| 3M | +3.7% | +12.7% | -9.0% | -1.7% |
| 6M | +14.8% | +5.2% | +9.6% | +11.3% |
| YTD | +14.7% | +8.1% | +6.6% | +9.1% |
| 1Y | +16.0% | +11.7% | +4.3% | +8.6% |
| 3Y | +84.3% | +9.9% | +74.3% | +71.9% |
| 5Y | +30.9% | -8.7% | +39.5% | +31.6% |
| 10Y | +122.0% | +16.8% | +105.1% | +94.4% |
| All | +275.9% | +97.2% | +178.6% | +226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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