+152.5%
KRE vs AMGN
+800.5%
-648.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -10.1% | +8.8% | +3.0% |
| 7D | +2.3% | -10.3% | +12.6% | +6.9% |
| 30D | -2.5% | -3.8% | +1.3% | -1.3% |
| 3M | +6.2% | +14.4% | -8.2% | -0.6% |
| 6M | +15.8% | +7.8% | +8.0% | +10.9% |
| YTD | +16.0% | +22.6% | -6.6% | +4.5% |
| 1Y | +16.2% | +44.2% | -28.0% | -3.2% |
| 3Y | +86.4% | +65.8% | +20.6% | +42.0% |
| 5Y | +33.0% | +108.0% | -75.0% | -10.0% |
| 10Y | +123.0% | +209.9% | -86.9% | +19.8% |
| All | +152.5% | +800.5% | -648.0% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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