-43.5%
ACN vs KRE
+30.8%
-74.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -7.9% | -1.4% | -6.5% | -7.4% |
| 30D | -1.1% | -3.9% | +2.8% | +0.4% |
| 3M | +5.6% | +3.6% | +2.0% | +4.1% |
| 6M | -9.9% | +15.4% | -25.3% | -15.0% |
| YTD | -32.3% | +15.2% | -47.5% | -36.1% |
| 1Y | -25.3% | +16.5% | -41.8% | -29.9% |
| 3Y | -42.3% | +85.2% | -127.4% | -56.1% |
| 5Y | -43.5% | +33.1% | -76.6% | -48.7% |
| All | -43.5% | +30.8% | -74.3% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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