+89.8%
KRE vs AME
+63.5%
+26.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | +0.3% | +8.1% | -7.8% | -3.9% |
| 30D | +5.0% | -3.8% | +8.8% | +6.7% |
| 3M | -5.7% | -6.6% | +0.9% | -2.6% |
| 6M | +7.5% | +4.6% | +3.0% | +3.1% |
| YTD | +13.8% | +17.9% | -4.1% | +0.1% |
| 1Y | +20.7% | +23.2% | -2.6% | +3.0% |
| All | +89.8% | +63.5% | +26.3% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling