+83.8%
KRE vs AME
+444.5%
-360.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +0.7% | +5.9% | -5.1% | -3.6% |
| 30D | +6.1% | -1.9% | +8.0% | +6.8% |
| 3M | -5.9% | -5.4% | -0.5% | -3.0% |
| 6M | +9.6% | +4.9% | +4.7% | +3.4% |
| YTD | +14.2% | +18.5% | -4.3% | -3.1% |
| 1Y | +22.5% | +25.5% | -3.0% | -0.8% |
| 3Y | +90.4% | +63.0% | +27.3% | +21.6% |
| 5Y | +11.9% | +78.3% | -66.4% | -34.5% |
| All | +83.8% | +444.5% | -360.6% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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