+26.9%
KRE vs AMP
+18.6%
+8.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.7% | -0.3% |
| 7D | +2.8% | +7.7% | -4.9% | -0.6% |
| 30D | +5.3% | +6.6% | -1.2% | +2.2% |
| 3M | -4.2% | -4.7% | +0.5% | -2.2% |
| 6M | +8.7% | +12.9% | -4.2% | +2.3% |
| YTD | +16.4% | +8.6% | +7.8% | +9.7% |
| 1Y | +26.9% | +18.2% | +8.6% | +11.7% |
| All | +26.9% | +18.6% | +8.3% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling