+11.5%
KRE vs AME
+79.2%
-67.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | +0.3% | +8.1% | -7.8% | -4.6% |
| 30D | +5.0% | -3.8% | +8.8% | +6.9% |
| 3M | -5.7% | -6.6% | +0.9% | -2.3% |
| 6M | +7.5% | +4.6% | +3.0% | +2.6% |
| YTD | +13.8% | +17.9% | -4.1% | -1.1% |
| 1Y | +20.7% | +23.2% | -2.6% | +1.4% |
| 3Y | +90.1% | +62.9% | +27.2% | +27.2% |
| 5Y | +11.5% | +77.5% | -66.0% | -32.9% |
| All | +11.5% | +79.2% | -67.7% | -32.9% |
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 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