+12.8%
KRE vs AMIX
-44.0%
+56.8%
-7.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +0.5% |
| 7D | +1.3% | -13.7% | +15.0% | +1.3% |
| 30D | -2.7% | -62.1% | +59.4% | -2.5% |
| 3M | +8.2% | -46.2% | +54.4% | +11.5% |
| 6M | +12.8% | -46.4% | +59.2% | +14.9% |
| All | +12.8% | -44.0% | +56.8% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 6mo: compounded portfolio wealth divided by compounded AMIX 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…
6mo analysis · Full analysis span regression · 6 months rolling