+149.3%
KRE vs AMT
+777.2%
-627.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.6% | -2.4% | +0.8% | -0.5% |
| 30D | +4.9% | +4.2% | +0.7% | +2.7% |
| 3M | -4.5% | +13.4% | -17.9% | -10.6% |
| 6M | +7.7% | +9.4% | -1.7% | +1.8% |
| YTD | +14.5% | +11.7% | +2.8% | +6.1% |
| 1Y | +21.5% | +7.1% | +14.4% | +14.8% |
| 3Y | +91.2% | +15.1% | +76.2% | +66.0% |
| 5Y | +11.8% | -17.9% | +29.6% | +12.4% |
| 10Y | +89.3% | +133.5% | -44.2% | -3.6% |
| All | +149.3% | +777.2% | -627.9% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling