+51.9%
KRE vs AMIX
-99.9%
+151.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +0.5% |
| 7D | +1.3% | -13.7% | +15.0% | +1.4% |
| 30D | -2.7% | -62.1% | +59.4% | -2.3% |
| 3M | +8.2% | -46.2% | +54.4% | +7.6% |
| 6M | +12.8% | -46.4% | +59.2% | +12.1% |
| YTD | +17.5% | -60.3% | +77.8% | +17.1% |
| 1Y | +16.6% | -79.7% | +96.3% | +16.9% |
| All | +51.9% | -99.9% | +151.8% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling