+155.8%
KRE vs AMT
+702.2%
-546.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | -2.7% | +4.6% | -7.3% | -4.9% |
| 3M | +8.2% | -8.4% | +16.6% | +12.1% |
| 6M | +12.8% | -6.0% | +18.8% | +14.9% |
| YTD | +17.5% | +2.1% | +15.4% | +14.2% |
| 1Y | +16.6% | -6.4% | +23.0% | +17.7% |
| 3Y | +79.5% | +8.1% | +71.4% | +60.6% |
| 5Y | +32.4% | -31.9% | +64.3% | +46.9% |
| 10Y | +124.1% | +97.1% | +27.0% | +24.6% |
| All | +155.8% | +702.2% | -546.4% | -45.4% |
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