+155.8%
KRE vs AME
+1,890.7%
-1,734.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.6% |
| 7D | +1.3% | +0.6% | +0.7% | +0.8% |
| 30D | -2.7% | -6.7% | +4.0% | +2.5% |
| 3M | +8.2% | +4.1% | +4.1% | +4.1% |
| 6M | +12.8% | +1.6% | +11.2% | +10.1% |
| YTD | +17.5% | +16.1% | +1.4% | +3.1% |
| 1Y | +16.6% | +27.3% | -10.7% | -5.2% |
| 3Y | +79.5% | +50.9% | +28.6% | +26.1% |
| 5Y | +32.4% | +81.4% | -49.0% | -20.2% |
| 10Y | +124.1% | +417.0% | -292.8% | -39.5% |
| All | +155.8% | +1,890.7% | -1,734.9% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling