+64.5%
KRE vs AMDL
+102.5%
-38.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -17.6% | +17.9% | +1.1% |
| 7D | +0.7% | +37.2% | -36.5% | -0.9% |
| 30D | +6.1% | -24.0% | +30.2% | +6.3% |
| 3M | -5.9% | -1.0% | -4.9% | -7.4% |
| 6M | +9.6% | -3.2% | +12.8% | +5.8% |
| YTD | +14.2% | +232.2% | -218.0% | -1.1% |
| 1Y | +22.5% | +137.7% | -115.2% | +8.6% |
| All | +64.5% | +102.5% | -38.0% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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