+33.0%
KRE vs AMT
-31.2%
+64.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | -2.5% | +1.8% | -4.3% | -3.0% |
| 3M | +6.2% | -6.2% | +12.4% | +7.6% |
| 6M | +15.8% | -5.0% | +20.8% | +16.8% |
| YTD | +16.0% | +2.1% | +13.9% | +14.5% |
| 1Y | +16.2% | -5.7% | +21.9% | +16.9% |
| 3Y | +86.4% | +7.9% | +78.5% | +71.2% |
| 5Y | +33.0% | -32.3% | +65.3% | +28.7% |
| All | +33.0% | -31.2% | +64.2% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling