+94.0%
KRE vs AMT
+125.6%
-31.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +0.3% | +1.6% | -1.4% | -0.2% |
| 30D | +5.9% | +4.5% | +1.5% | +4.5% |
| 3M | -3.3% | +13.8% | -17.1% | -7.2% |
| 6M | +5.8% | +10.0% | -4.2% | +2.2% |
| YTD | +14.7% | +11.8% | +3.0% | +9.7% |
| 1Y | +22.0% | +10.2% | +11.8% | +17.0% |
| 3Y | +91.6% | +15.1% | +76.5% | +74.4% |
| 5Y | +13.0% | -18.8% | +31.8% | +14.4% |
| 10Y | +94.0% | +133.7% | -39.7% | +102.7% |
| All | +94.0% | +125.6% | -31.6% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling