+22.5%
KRE vs AMT
+9.0%
+13.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +0.7% | +1.5% | -0.8% | +0.6% |
| 30D | +6.1% | +6.8% | -0.7% | +5.6% |
| 3M | -5.9% | +11.2% | -17.1% | -6.5% |
| 6M | +9.6% | +12.5% | -2.9% | +8.9% |
| YTD | +14.2% | +12.5% | +1.7% | +13.0% |
| 1Y | +22.5% | +10.1% | +12.4% | +22.2% |
| All | +22.5% | +9.0% | +13.5% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling