+30.9%
KRE vs AME
+83.9%
-53.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.7% |
| 7D | -1.1% | +1.3% | -2.4% | -1.9% |
| 30D | -3.4% | -6.6% | +3.2% | +1.0% |
| 3M | +3.7% | +3.0% | +0.7% | +1.0% |
| 6M | +14.8% | +5.3% | +9.5% | +9.5% |
| YTD | +14.7% | +15.4% | -0.8% | +2.1% |
| 1Y | +16.0% | +26.8% | -10.8% | -3.9% |
| 3Y | +84.3% | +56.5% | +27.7% | +28.8% |
| 5Y | +30.9% | +85.2% | -54.4% | -19.4% |
| All | +30.9% | +83.9% | -53.0% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling